+2,660.6%
AVGO vs PTC
+312.5%
+2,348.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | +18.2% | +0.5% | +17.7% | +17.9% |
| 30D | +0.2% | +1.2% | -1.0% | -0.3% |
| 3M | -16.8% | +27.4% | -44.2% | -27.3% |
| 6M | -16.5% | +39.2% | -55.7% | -31.5% |
| YTD | +0.8% | +12.5% | -11.7% | -8.8% |
| 1Y | +2.8% | +12.3% | -9.4% | -7.1% |
| 3Y | +278.5% | +28.8% | +249.7% | +213.8% |
| 5Y | +573.1% | +60.9% | +512.2% | +392.1% |
| All | +2,660.6% | +312.5% | +2,348.2% | +1,114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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