+2,475.6%
AVGO vs PM
+242.6%
+2,233.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | 0.0% | -6.6% | +6.6% | +1.9% |
| 30D | -8.2% | -3.4% | -4.7% | -7.4% |
| 3M | -21.3% | +5.3% | -26.6% | -22.7% |
| 6M | -22.5% | +15.5% | -38.1% | -26.7% |
| YTD | -3.6% | +24.3% | -27.8% | -11.5% |
| 1Y | -6.7% | +29.7% | -36.4% | -15.9% |
| 3Y | +258.1% | +144.9% | +113.2% | +134.5% |
| 5Y | +560.9% | +159.0% | +401.8% | +312.1% |
| 10Y | +2,475.6% | +250.9% | +2,224.7% | +1,210.3% |
| All | +2,475.6% | +242.6% | +2,233.1% | +1,210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling