+797.8%
PH vs BRO
+294.2%
+503.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.3% | -7.3% | +6.0% | +3.1% |
| 30D | -11.0% | -6.9% | -4.1% | -7.5% |
| 3M | +5.5% | +10.7% | -5.1% | -2.6% |
| 6M | +1.5% | -2.7% | +4.2% | +0.5% |
| YTD | +8.8% | -16.3% | +25.1% | +17.5% |
| 1Y | +24.5% | -29.1% | +53.6% | +49.0% |
| 3Y | +141.2% | -7.8% | +149.0% | +129.6% |
| 5Y | +256.3% | +18.7% | +237.6% | +163.2% |
| All | +797.8% | +294.2% | +503.6% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling