+2,856.4%
AVGO vs PM
+202.2%
+2,654.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -13.7% | -0.2% | -13.6% | -13.8% |
| 3M | -6.9% | +4.9% | -11.8% | -9.0% |
| 6M | +5.8% | +9.0% | -3.3% | +1.5% |
| YTD | +5.7% | +17.8% | -12.1% | -1.4% |
| 1Y | +9.0% | +16.8% | -7.8% | +1.3% |
| 3Y | +340.5% | +125.4% | +215.1% | +196.6% |
| 5Y | +711.1% | +128.7% | +582.4% | +432.1% |
| 10Y | +2,856.4% | +211.8% | +2,644.6% | +1,458.5% |
| All | +2,856.4% | +202.2% | +2,654.2% | +1,458.5% |
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