+31,987.2%
AVGO vs PPG
+423.3%
+31,564.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.2% |
| 7D | -0.8% | -3.7% | +2.9% | +1.3% |
| 30D | -13.7% | -7.2% | -6.5% | -10.1% |
| 3M | -6.9% | -7.3% | +0.4% | -3.7% |
| 6M | +5.8% | +0.3% | +5.5% | +3.6% |
| YTD | +5.7% | +6.5% | -0.9% | -1.5% |
| 1Y | +9.0% | +0.5% | +8.5% | +4.2% |
| 3Y | +340.5% | -15.3% | +355.8% | +356.0% |
| 5Y | +711.1% | -22.9% | +734.0% | +767.6% |
| 10Y | +2,856.4% | +28.4% | +2,828.0% | +2,013.8% |
| All | +31,987.2% | +423.3% | +31,564.0% | +9,262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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