+711.1%
AVGO vs PHM
+152.6%
+558.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.8% | -3.9% | +3.1% | +0.4% |
| 30D | -13.7% | -8.6% | -5.2% | -11.6% |
| 3M | -6.9% | -2.9% | -4.0% | -6.9% |
| 6M | +5.8% | -5.7% | +11.5% | +6.5% |
| YTD | +5.7% | +1.9% | +3.8% | +2.9% |
| 1Y | +9.0% | -12.3% | +21.3% | +11.3% |
| 3Y | +340.5% | +50.8% | +289.7% | +242.1% |
| 5Y | +711.1% | +157.3% | +553.8% | +376.0% |
| All | +711.1% | +152.6% | +558.5% | +376.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling