+560.9%
AVGO vs PR
+227.5%
+333.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.7% |
| 7D | 0.0% | -9.5% | +9.5% | +2.0% |
| 30D | -8.2% | -5.7% | -2.5% | -7.2% |
| 3M | -21.3% | +3.0% | -24.2% | -22.1% |
| 6M | -22.5% | +11.8% | -34.3% | -25.1% |
| YTD | -3.6% | +58.5% | -62.0% | -14.7% |
| 1Y | -6.7% | +69.9% | -76.6% | -18.9% |
| 3Y | +258.1% | +84.9% | +173.2% | +201.3% |
| 5Y | +560.9% | +246.4% | +314.4% | +375.3% |
| All | +560.9% | +227.5% | +333.3% | +375.3% |
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