+2,755.4%
AVGO vs PTC
+204.7%
+2,550.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.5% | +5.5% |
| 7D | -0.3% | -12.8% | +12.5% | +5.9% |
| 30D | -13.8% | -9.8% | -4.1% | -10.1% |
| 3M | -6.9% | -2.1% | -4.9% | -8.4% |
| 6M | +11.9% | -18.1% | +30.0% | +19.7% |
| YTD | +6.9% | -23.5% | +30.4% | +17.8% |
| 1Y | +7.4% | -37.4% | +44.8% | +30.9% |
| 3Y | +345.6% | -7.2% | +352.8% | +337.9% |
| 5Y | +718.9% | +2.7% | +716.2% | +651.2% |
| 10Y | +2,755.4% | +203.4% | +2,551.9% | +1,461.6% |
| All | +2,755.4% | +204.7% | +2,550.6% | +1,461.6% |
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