-8.1%
BROS vs PHM
+184.0%
-192.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.7% |
| 7D | -2.5% | -6.1% | +3.6% | +0.7% |
| 30D | -11.2% | +13.7% | -25.0% | -17.1% |
| 3M | -33.9% | -1.5% | -32.4% | -33.6% |
| 6M | -33.5% | +11.3% | -44.7% | -37.4% |
| YTD | -44.9% | +8.9% | -53.9% | -48.1% |
| 1Y | -41.5% | +6.1% | -47.6% | -44.1% |
| 3Y | +22.4% | +57.7% | -35.2% | -14.7% |
| 5Y | -45.7% | +159.0% | -204.6% | -75.3% |
| All | -8.1% | +184.0% | -192.1% | -56.2% |
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