+66.9%
BROS vs PHM
+50.2%
+16.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -6.6% | -3.9% | -2.7% | -5.2% |
| 30D | -12.3% | -8.6% | -3.8% | -9.4% |
| 3M | -22.2% | -2.9% | -19.3% | -21.4% |
| 6M | -14.3% | -5.7% | -8.6% | -12.8% |
| YTD | -26.6% | +1.9% | -28.4% | -27.5% |
| 1Y | -31.5% | -12.3% | -19.2% | -29.2% |
| All | +66.9% | +50.2% | +16.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling