+31,416.6%
AVGO vs PWR
+2,643.6%
+28,773.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.0% | +3.6% | -6.6% | -4.6% |
| 30D | -14.4% | -8.6% | -5.9% | -11.0% |
| 3M | -14.4% | -13.2% | -1.3% | -9.6% |
| 6M | +13.1% | +9.9% | +3.2% | +5.7% |
| YTD | +3.8% | +48.0% | -44.2% | -16.2% |
| 1Y | +17.8% | +66.2% | -48.4% | -9.6% |
| 3Y | +325.3% | +195.1% | +130.1% | +155.9% |
| 5Y | +689.9% | +442.6% | +247.4% | +263.1% |
| 10Y | +2,597.0% | +2,334.2% | +262.8% | +547.4% |
| All | +31,416.6% | +2,643.6% | +28,773.0% | +6,387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling