-25.8%
BROS vs PHM
+12.3%
-38.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +6.3% | -4.1% | +10.4% | +8.6% |
| 30D | -8.3% | +16.1% | -24.5% | -14.7% |
| 3M | -29.8% | -2.5% | -27.3% | -28.5% |
| 6M | -25.8% | +12.9% | -38.7% | -29.9% |
| All | -25.8% | +12.3% | -38.1% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling