-17.4%
AVGO vs PR
+68.0%
-85.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.9% |
| 7D | -9.9% | -16.4% | +6.5% | -11.8% |
| 30D | -22.0% | -1.9% | -20.1% | -21.9% |
| 3M | -30.0% | +8.0% | -38.0% | -28.9% |
| 6M | -30.7% | +4.1% | -34.8% | -29.3% |
| YTD | -14.7% | +58.7% | -73.4% | -11.7% |
| All | -17.4% | +68.0% | -85.4% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling