+2,912.1%
AVGO vs PR
+169.5%
+2,742.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -3.0% | +2.9% | -5.9% | -3.3% |
| 30D | -14.4% | +18.0% | -32.5% | -16.0% |
| 3M | -14.4% | +16.9% | -31.3% | -16.0% |
| 6M | +13.1% | +28.2% | -15.1% | +9.7% |
| YTD | +3.8% | +69.3% | -65.5% | -2.5% |
| 1Y | +17.8% | +69.5% | -51.7% | +10.5% |
| 3Y | +325.3% | +81.7% | +243.6% | +293.6% |
| 5Y | +689.9% | +422.2% | +267.7% | +550.9% |
| 10Y | +2,597.0% | +110.4% | +2,486.6% | +2,059.0% |
| All | +2,912.1% | +169.5% | +2,742.6% | +2,294.5% |
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