+2,755.4%
AVGO vs PWR
+2,399.9%
+355.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +1.7% |
| 7D | -0.3% | +4.5% | -4.8% | -2.7% |
| 30D | -13.8% | -4.9% | -9.0% | -11.8% |
| 3M | -6.9% | -7.9% | +1.0% | -4.1% |
| 6M | +11.9% | +18.3% | -6.4% | -1.0% |
| YTD | +6.9% | +51.5% | -44.6% | -18.4% |
| 1Y | +7.4% | +70.3% | -62.9% | -22.9% |
| 3Y | +345.6% | +210.6% | +135.0% | +137.5% |
| 5Y | +718.9% | +456.7% | +262.2% | +223.8% |
| 10Y | +2,755.4% | +2,396.1% | +359.3% | +424.6% |
| All | +2,755.4% | +2,399.9% | +355.4% | +424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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