+31,416.6%
AVGO vs PPL
+178.3%
+31,238.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | +2.7% | -5.6% | -3.9% |
| 30D | -14.4% | +0.5% | -14.9% | -14.7% |
| 3M | -14.4% | +0.7% | -15.1% | -15.1% |
| 6M | +13.1% | -7.6% | +20.7% | +15.4% |
| YTD | +3.8% | +1.8% | +2.0% | +1.8% |
| 1Y | +17.8% | -0.8% | +18.5% | +16.3% |
| 3Y | +325.3% | +56.9% | +268.4% | +236.8% |
| 5Y | +689.9% | +39.5% | +650.4% | +555.8% |
| 10Y | +2,597.0% | +55.4% | +2,541.6% | +1,949.0% |
| All | +31,416.6% | +178.3% | +31,238.3% | +16,411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling