+31,416.6%
AVGO vs PM
+758.1%
+30,658.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | -3.0% | -4.9% | +1.9% | -1.3% |
| 30D | -14.4% | -3.4% | -11.0% | -13.6% |
| 3M | -14.4% | +5.2% | -19.6% | -16.8% |
| 6M | +13.1% | +3.7% | +9.4% | +9.6% |
| YTD | +3.8% | +15.8% | -12.0% | -3.7% |
| 1Y | +17.8% | +17.4% | +0.4% | +7.7% |
| 3Y | +325.3% | +116.9% | +208.3% | +182.6% |
| 5Y | +689.9% | +117.3% | +572.6% | +415.2% |
| 10Y | +2,597.0% | +193.8% | +2,403.2% | +1,347.4% |
| All | +31,416.6% | +758.1% | +30,658.5% | +9,616.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling