+2,475.6%
AVGO vs PH
+737.8%
+1,737.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.4% |
| 7D | 0.0% | +2.1% | -2.2% | -1.1% |
| 30D | -8.2% | +0.3% | -8.4% | -8.3% |
| 3M | -21.3% | -8.8% | -12.5% | -17.0% |
| 6M | -22.5% | +10.0% | -32.6% | -27.5% |
| YTD | -3.6% | +10.5% | -14.0% | -10.9% |
| 1Y | -6.7% | +15.5% | -22.2% | -16.1% |
| 3Y | +258.1% | +136.4% | +121.8% | +110.9% |
| 5Y | +560.9% | +213.6% | +347.3% | +223.6% |
| 10Y | +2,475.6% | +713.9% | +1,761.7% | +661.2% |
| All | +2,475.6% | +737.8% | +1,737.8% | +661.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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