+2,300.3%
AVGO vs PR
+66.7%
+2,233.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.8% | +8.9% |
| 7D | -0.9% | -12.4% | +11.5% | +0.6% |
| 30D | -11.6% | -6.6% | -5.1% | -11.1% |
| 3M | -25.2% | +7.5% | -32.7% | -25.9% |
| 6M | -25.4% | +10.8% | -36.2% | -26.6% |
| YTD | -7.2% | +57.0% | -64.2% | -12.3% |
| 1Y | -7.9% | +67.9% | -75.8% | -13.7% |
| 3Y | +262.1% | +87.6% | +174.5% | +234.1% |
| 5Y | +525.7% | +220.4% | +305.3% | +436.2% |
| 10Y | +2,300.3% | +64.8% | +2,235.5% | +1,866.7% |
| All | +2,300.3% | +66.7% | +2,233.6% | +1,866.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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