+2,584.7%
AVGO vs PH
+725.6%
+1,859.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.5% |
| 7D | +6.1% | +6.9% | -0.8% | +2.2% |
| 30D | -2.7% | +1.7% | -4.4% | -3.5% |
| 3M | -16.9% | -8.1% | -8.7% | -12.7% |
| 6M | -19.1% | +11.5% | -30.6% | -24.9% |
| YTD | +0.3% | +11.4% | -11.1% | -7.8% |
| 1Y | -1.2% | +14.1% | -15.3% | -10.4% |
| 3Y | +272.4% | +138.2% | +134.2% | +118.3% |
| 5Y | +579.0% | +216.0% | +363.0% | +230.9% |
| 10Y | +2,584.7% | +710.0% | +1,874.8% | +683.0% |
| All | +2,584.7% | +725.6% | +1,859.1% | +683.0% |
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