+2,761.7%
AVGO vs PSX
+384.6%
+2,377.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.0% | +1.5% | -0.5% | +0.6% |
| 30D | -13.3% | +15.8% | -29.1% | -17.0% |
| 3M | -2.9% | +43.0% | -45.9% | -13.1% |
| 6M | +5.7% | +61.1% | -55.4% | -9.4% |
| YTD | +4.6% | +104.5% | -99.9% | -17.4% |
| 1Y | -1.6% | +102.5% | -104.2% | -22.4% |
| 3Y | +336.2% | +133.5% | +202.7% | +220.1% |
| 5Y | +695.6% | +367.0% | +328.7% | +342.1% |
| All | +2,761.7% | +384.6% | +2,377.1% | +1,376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling