+336.8%
AVGO vs PNR
-14.5%
+351.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.1% | -6.0% | +7.2% | +3.9% |
| 30D | -13.0% | -14.0% | +1.0% | -7.2% |
| 3M | -6.0% | -21.7% | +15.7% | +3.0% |
| 6M | +6.4% | -37.3% | +43.6% | +31.3% |
| YTD | +5.0% | -45.1% | +50.1% | +38.6% |
| 1Y | +1.4% | -49.1% | +50.5% | +40.2% |
| 3Y | +336.8% | -14.8% | +351.7% | +375.2% |
| All | +336.8% | -14.5% | +351.3% | +375.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling