+1,677.1%
PLTR vs AVGO
+931.1%
+746.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -2.5% |
| 7D | -3.8% | 0.0% | -3.7% | -3.8% |
| 30D | -19.2% | -8.2% | -11.1% | -15.2% |
| 3M | -3.7% | -21.3% | +17.6% | +9.7% |
| 6M | +22.5% | -22.5% | +45.0% | +38.3% |
| YTD | -5.0% | -3.6% | -1.5% | -7.8% |
| 1Y | -12.8% | -6.7% | -6.1% | -14.5% |
| 3Y | +758.3% | +258.1% | +500.1% | +174.8% |
| 5Y | +649.6% | +560.9% | +88.8% | +44.5% |
| All | +1,677.1% | +931.1% | +746.0% | +145.3% |
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