+777.8%
PLTR vs AVGO
+232.5%
+545.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.1% |
| 7D | -12.9% | -9.9% | -3.0% | -8.5% |
| 30D | -17.4% | -22.0% | +4.6% | -7.3% |
| 3M | +2.9% | -30.0% | +32.9% | +20.7% |
| 6M | +19.9% | -30.7% | +50.6% | +39.3% |
| YTD | -9.8% | -14.7% | +4.9% | -6.0% |
| 1Y | -8.4% | -16.8% | +8.4% | -4.1% |
| All | +777.8% | +232.5% | +545.4% | +327.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling