-46.1%
BROS vs PHM
+158.4%
-204.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | -33.9% | -1.5% | -32.4% | -33.6% |
| 6M | -33.5% | +11.3% | -44.7% | -37.6% |
| YTD | -44.9% | +8.9% | -53.9% | -48.3% |
| 1Y | -41.5% | +6.1% | -47.6% | -44.2% |
| 3Y | +22.4% | +57.7% | -35.2% | -17.0% |
| All | -46.1% | +158.4% | -204.5% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling