+19.7%
BROS vs PHM
+164.1%
-144.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | -5.8% | -5.0% | -0.8% | -3.3% |
| 30D | -14.0% | -8.4% | -5.5% | -10.0% |
| 3M | -32.5% | -4.4% | -28.1% | -31.1% |
| 6M | -14.9% | -3.7% | -11.2% | -13.6% |
| YTD | -28.3% | +1.3% | -29.6% | -29.6% |
| 1Y | -34.0% | -14.0% | -20.0% | -29.7% |
| 3Y | +63.0% | +48.1% | +14.8% | +17.0% |
| All | +19.7% | +164.1% | -144.4% | -40.6% |
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 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