+24.7%
BROS vs PHM
+59.1%
-34.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.7% | -3.0% |
| 7D | -2.5% | -6.1% | +3.6% | -0.1% |
| 30D | -11.2% | +13.7% | -25.0% | -15.5% |
| 3M | -33.9% | -1.5% | -32.4% | -33.6% |
| 6M | -33.5% | +11.3% | -44.7% | -36.1% |
| YTD | -44.9% | +8.9% | -53.9% | -47.1% |
| 1Y | -41.5% | +6.1% | -47.6% | -43.2% |
| All | +24.7% | +59.1% | -34.5% | -8.1% |
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