+474.0%
AVGO vs PL
+20.8%
+453.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.4% | -9.6% | -0.9% |
| 7D | -9.9% | -6.8% | -3.1% | -8.9% |
| 30D | -22.0% | -29.3% | +7.3% | -17.7% |
| 3M | -30.0% | -44.8% | +14.7% | -23.6% |
| 6M | -30.7% | -68.4% | +37.6% | -18.9% |
| YTD | -14.7% | -36.4% | +21.7% | -12.2% |
| 1Y | -16.8% | +0.7% | -17.5% | -21.3% |
| 3Y | +244.4% | +455.3% | -210.9% | +131.6% |
| All | +474.0% | +20.8% | +453.2% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling