+561.4%
PLTR vs AVGO
+473.8%
+87.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.0% |
| 7D | -12.9% | -9.9% | -3.0% | -7.4% |
| 30D | -17.4% | -22.0% | +4.6% | -4.6% |
| 3M | +2.9% | -30.0% | +32.9% | +25.6% |
| 6M | +19.9% | -30.7% | +50.6% | +44.3% |
| YTD | -9.8% | -14.7% | +4.9% | -5.7% |
| 1Y | -8.4% | -16.8% | +8.4% | -3.8% |
| 3Y | +765.0% | +244.4% | +520.6% | +166.3% |
| All | +561.4% | +473.8% | +87.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling