+2,761.7%
AVGO vs PHM
+557.7%
+2,204.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | +1.0% | -6.4% | +7.4% | +3.2% |
| 30D | -13.3% | -12.1% | -1.2% | -9.6% |
| 3M | -2.9% | -1.5% | -1.3% | -3.3% |
| 6M | +5.7% | -6.0% | +11.7% | +6.7% |
| YTD | +4.6% | -0.3% | +4.9% | +2.7% |
| 1Y | -1.6% | -13.3% | +11.7% | +0.9% |
| 3Y | +336.2% | +47.6% | +288.7% | +250.9% |
| 5Y | +695.6% | +154.7% | +540.9% | +401.1% |
| All | +2,761.7% | +557.7% | +2,204.1% | +1,193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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