-39.1%
BROS vs PHM
+7.3%
-46.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -2.7% |
| 7D | -2.5% | -6.1% | +3.6% | +0.8% |
| 30D | -11.2% | +13.7% | -25.0% | -17.1% |
| 3M | -33.9% | -1.5% | -32.4% | -33.4% |
| 6M | -33.5% | +11.3% | -44.7% | -37.7% |
| YTD | -44.9% | +8.9% | -53.9% | -50.3% |
| All | -39.1% | +7.3% | -46.4% | -45.0% |
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