+23,060.7%
PH vs BRO
+25,589.7%
-2,528.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.1% | -8.6% | +5.5% | -0.8% |
| 30D | -11.8% | -6.9% | -4.8% | -10.2% |
| 3M | +6.9% | +10.5% | -3.6% | +3.4% |
| 6M | -1.3% | -2.8% | +1.5% | -1.5% |
| YTD | +7.0% | -16.1% | +23.1% | +10.6% |
| 1Y | +23.1% | -27.6% | +50.7% | +32.1% |
| 3Y | +135.4% | -7.3% | +142.7% | +134.9% |
| 5Y | +250.3% | +19.0% | +231.4% | +225.6% |
| 10Y | +798.0% | +292.7% | +505.3% | +547.3% |
| All | +23,060.7% | +25,589.7% | -2,528.9% | +12,749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling