+2,358.0%
AVGO vs PR
+147.8%
+2,210.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.9% | -5.6% | -9.9% |
| 7D | -15.5% | -16.5% | +1.0% | -13.9% |
| 30D | -22.4% | -4.5% | -17.9% | -22.1% |
| 3M | -30.2% | +8.5% | -38.7% | -30.9% |
| 6M | -31.6% | -3.3% | -28.2% | -31.6% |
| YTD | -15.3% | +55.7% | -71.0% | -19.9% |
| 1Y | -18.2% | +82.0% | -100.2% | -24.0% |
| 3Y | +241.2% | +62.5% | +178.7% | +219.3% |
| 5Y | +469.8% | +223.9% | +245.9% | +389.2% |
| 10Y | +2,106.2% | +64.2% | +2,042.0% | +1,671.4% |
| All | +2,358.0% | +147.8% | +2,210.2% | +1,868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling