-6.8%
AVGO vs PNR
-31.2%
+24.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.4% |
| 7D | -7.5% | +11.9% | -19.4% | -8.9% |
| 30D | -10.2% | +37.1% | -47.4% | -14.2% |
| 3M | -22.0% | +5.7% | -27.7% | -22.6% |
| 6M | -21.6% | -5.7% | -15.9% | -20.7% |
| YTD | -5.4% | -29.8% | +24.4% | +3.4% |
| 1Y | -6.8% | -31.8% | +25.0% | +2.2% |
| All | -6.8% | -31.2% | +24.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling