+2,475.6%
AVGO vs PR
+65.1%
+2,410.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.8% |
| 7D | 0.0% | -9.5% | +9.5% | +1.0% |
| 30D | -8.2% | -5.7% | -2.5% | -7.7% |
| 3M | -21.3% | +3.0% | -24.2% | -21.7% |
| 6M | -22.5% | +11.8% | -34.3% | -23.8% |
| YTD | -3.6% | +58.5% | -62.0% | -9.0% |
| 1Y | -6.7% | +69.9% | -76.6% | -12.7% |
| 3Y | +258.1% | +84.9% | +173.2% | +230.9% |
| 5Y | +560.9% | +246.4% | +314.4% | +462.9% |
| 10Y | +2,475.6% | +70.3% | +2,405.3% | +2,033.1% |
| All | +2,475.6% | +65.1% | +2,410.6% | +2,033.1% |
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