+244.4%
AVGO vs PR
+64.2%
+180.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | -9.9% | -16.4% | +6.5% | -5.6% |
| 30D | -22.0% | -1.9% | -20.1% | -21.8% |
| 3M | -30.0% | +8.0% | -38.0% | -32.2% |
| 6M | -30.7% | +4.1% | -34.8% | -32.4% |
| YTD | -14.7% | +58.7% | -73.4% | -29.9% |
| 1Y | -16.8% | +75.8% | -92.6% | -34.7% |
| 3Y | +244.4% | +73.2% | +171.3% | +167.6% |
| All | +244.4% | +64.2% | +180.2% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling