+570.0%
AVGO vs PPL
+47.4%
+522.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.8% |
| 7D | +18.2% | -0.4% | +18.5% | +18.2% |
| 30D | +0.2% | +2.6% | -2.4% | 0.0% |
| 3M | -16.8% | +0.8% | -17.6% | -16.9% |
| 6M | -16.5% | +1.4% | -17.9% | -16.8% |
| YTD | +0.8% | +4.3% | -3.5% | -0.5% |
| 1Y | +2.8% | +0.8% | +2.1% | +2.2% |
| 3Y | +278.5% | +57.9% | +220.6% | +216.0% |
| All | +570.0% | +47.4% | +522.6% | +468.8% |
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