+22.6%
BROS vs PHM
+165.6%
-143.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -6.6% | -3.9% | -2.7% | -4.7% |
| 30D | -12.3% | -8.6% | -3.8% | -8.3% |
| 3M | -22.2% | -2.9% | -19.3% | -21.3% |
| 6M | -14.3% | -5.7% | -8.6% | -12.1% |
| YTD | -26.6% | +1.9% | -28.4% | -28.2% |
| 1Y | -31.5% | -12.3% | -19.2% | -27.8% |
| 3Y | +62.3% | +50.8% | +11.5% | +15.2% |
| All | +22.6% | +165.6% | -143.0% | -39.4% |
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