+695.6%
AVGO vs PNR
-21.1%
+716.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +1.0% | -5.5% | +6.5% | +3.9% |
| 30D | -13.3% | -15.6% | +2.3% | -5.8% |
| 3M | -2.9% | -20.2% | +17.3% | +6.7% |
| 6M | +5.7% | -36.6% | +42.3% | +31.7% |
| YTD | +4.6% | -45.0% | +49.6% | +40.2% |
| 1Y | -1.6% | -47.4% | +45.8% | +35.1% |
| 3Y | +336.2% | -13.7% | +349.9% | +343.5% |
| 5Y | +695.6% | -20.8% | +716.4% | +729.8% |
| All | +695.6% | -21.1% | +716.7% | +729.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling