-34.8%
BROS vs PHM
-6.9%
-27.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -6.7% | -3.2% | -3.5% | -5.1% |
| 30D | -29.1% | -6.4% | -22.6% | -26.6% |
| 3M | -16.7% | +5.5% | -22.2% | -19.1% |
| 6M | -11.6% | -5.4% | -6.2% | -11.7% |
| YTD | -23.9% | +6.6% | -30.5% | -28.2% |
| 1Y | -34.8% | -8.8% | -25.9% | -39.5% |
| All | -34.8% | -6.9% | -27.8% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling