+17.8%
AVGO vs PPL
-0.5%
+18.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | +2.7% | -5.6% | -1.6% |
| 30D | -14.4% | +0.5% | -14.9% | -14.1% |
| 3M | -14.4% | +0.7% | -15.1% | -13.9% |
| 6M | +13.1% | -7.6% | +20.7% | +10.4% |
| YTD | +3.8% | +1.8% | +2.0% | +4.9% |
| 1Y | +17.8% | -0.8% | +18.5% | +22.7% |
| All | +17.8% | -0.5% | +18.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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