+2,062.4%
AVGO vs PR
+66.0%
+1,996.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -9.9% | -16.4% | +6.5% | -8.2% |
| 30D | -22.0% | -1.9% | -20.1% | -21.9% |
| 3M | -30.0% | +8.0% | -38.0% | -30.8% |
| 6M | -30.7% | +4.1% | -34.8% | -31.3% |
| YTD | -14.7% | +58.7% | -73.4% | -19.5% |
| 1Y | -16.8% | +75.8% | -92.6% | -22.4% |
| 3Y | +244.4% | +73.2% | +171.3% | +220.1% |
| 5Y | +474.0% | +230.1% | +243.9% | +390.7% |
| All | +2,062.4% | +66.0% | +1,996.4% | +1,657.5% |
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