+691.7%
AVGO vs PPL
+39.5%
+652.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | +2.7% | -5.6% | -3.2% |
| 30D | -14.4% | +0.5% | -14.9% | -14.5% |
| 3M | -14.4% | +0.7% | -15.1% | -14.7% |
| 6M | +13.1% | -7.6% | +20.7% | +14.0% |
| YTD | +3.8% | +1.8% | +2.0% | +2.8% |
| 1Y | +17.8% | -0.8% | +18.5% | +17.1% |
| 3Y | +325.3% | +56.9% | +268.4% | +253.8% |
| All | +691.7% | +39.5% | +652.1% | +581.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling