+30,513.3%
AVGO vs PHM
+1,148.4%
+29,364.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | +18.2% | -4.1% | +22.3% | +19.6% |
| 30D | +0.2% | +16.1% | -15.9% | -5.0% |
| 3M | -16.8% | -2.5% | -14.3% | -16.9% |
| 6M | -16.5% | +12.9% | -29.4% | -20.9% |
| YTD | +0.8% | +9.0% | -8.2% | -4.2% |
| 1Y | +2.8% | +8.2% | -5.3% | -2.3% |
| 3Y | +278.5% | +58.4% | +220.1% | +206.6% |
| 5Y | +573.1% | +159.2% | +413.9% | +352.3% |
| 10Y | +2,598.7% | +676.9% | +1,921.8% | +1,124.3% |
| All | +30,513.3% | +1,148.4% | +29,364.9% | +10,937.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling