+691.7%
AVGO vs PWR
+443.9%
+247.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -3.0% | +3.6% | -6.6% | -5.0% |
| 30D | -14.4% | -8.6% | -5.9% | -10.1% |
| 3M | -14.4% | -13.2% | -1.3% | -8.2% |
| 6M | +13.1% | +9.9% | +3.2% | +2.4% |
| YTD | +3.8% | +48.0% | -44.2% | -23.4% |
| 1Y | +17.8% | +66.2% | -48.4% | -19.2% |
| 3Y | +325.3% | +195.1% | +130.1% | +113.4% |
| All | +691.7% | +443.9% | +247.8% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling