+474.0%
AVGO vs PM
+163.3%
+310.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -9.9% | -5.2% | -4.7% | -10.1% |
| 30D | -22.0% | +2.7% | -24.7% | -21.8% |
| 3M | -30.0% | +6.1% | -36.2% | -29.8% |
| 6M | -30.7% | +18.0% | -48.7% | -30.5% |
| YTD | -14.7% | +26.6% | -41.3% | -14.6% |
| 1Y | -16.8% | +36.7% | -53.5% | -17.0% |
| 3Y | +244.4% | +146.0% | +98.4% | +198.9% |
| All | +474.0% | +163.3% | +310.7% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling