+691.7%
AVGO vs PR
+433.6%
+258.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -3.0% | +2.9% | -5.9% | -3.5% |
| 30D | -14.4% | +18.0% | -32.5% | -17.4% |
| 3M | -14.4% | +16.9% | -31.3% | -17.5% |
| 6M | +13.1% | +28.2% | -15.1% | +6.2% |
| YTD | +3.8% | +69.3% | -65.5% | -8.7% |
| 1Y | +17.8% | +69.5% | -51.7% | +3.2% |
| 3Y | +325.3% | +81.7% | +243.6% | +260.4% |
| All | +691.7% | +433.6% | +258.0% | +450.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling