+2,062.4%
AVGO vs PPL
+62.0%
+2,000.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -9.9% | +0.4% | -10.4% | -10.1% |
| 30D | -22.0% | +5.4% | -27.4% | -23.5% |
| 3M | -30.0% | +4.3% | -34.3% | -31.2% |
| 6M | -30.7% | -1.3% | -29.4% | -30.9% |
| YTD | -14.7% | +4.7% | -19.4% | -17.1% |
| 1Y | -16.8% | +1.3% | -18.1% | -18.3% |
| 3Y | +244.4% | +57.2% | +187.2% | +173.7% |
| 5Y | +474.0% | +48.2% | +425.8% | +365.4% |
| All | +2,062.4% | +62.0% | +2,000.4% | +1,500.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling