+1,684.5%
PLTR vs AVGO
+1,029.6%
+654.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -3.3% | -13.7% | +10.5% | +5.2% |
| 3M | +28.4% | -6.9% | +35.3% | +32.5% |
| 6M | +8.4% | +5.8% | +2.6% | +1.2% |
| YTD | -4.6% | +5.7% | -10.3% | -11.6% |
| 1Y | +4.4% | +9.0% | -4.6% | -7.1% |
| 3Y | +1,020.5% | +340.5% | +680.0% | +211.0% |
| 5Y | +548.8% | +711.1% | -162.3% | +11.1% |
| All | +1,684.5% | +1,029.6% | +654.9% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 AVGO 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