+31,416.6%
AVGO vs PHM
+1,120.5%
+30,296.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -3.2% | +0.2% | -2.0% |
| 30D | -14.4% | -6.4% | -8.0% | -12.8% |
| 3M | -14.4% | +5.5% | -19.9% | -16.5% |
| 6M | +13.1% | -5.4% | +18.6% | +14.0% |
| YTD | +3.8% | +6.6% | -2.8% | +0.1% |
| 1Y | +17.8% | -8.8% | +26.6% | +18.9% |
| 3Y | +325.3% | +54.1% | +271.1% | +249.1% |
| 5Y | +689.9% | +144.5% | +545.5% | +443.6% |
| 10Y | +2,597.0% | +569.4% | +2,027.6% | +1,185.7% |
| All | +31,416.6% | +1,120.5% | +30,296.1% | +11,433.3% |
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