+251.5%
PH vs BROS
+10.5%
+241.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.8% |
| 7D | +4.3% | +6.3% | -2.0% | +3.5% |
| 30D | +0.1% | -8.3% | +8.5% | +0.8% |
| 3M | -9.4% | -29.8% | +20.4% | -5.8% |
| 6M | +8.8% | -25.8% | +34.6% | +10.9% |
| YTD | +9.6% | -41.4% | +51.0% | +14.7% |
| 1Y | +14.4% | -35.2% | +49.6% | +18.0% |
| 3Y | +134.5% | +32.8% | +101.8% | +117.1% |
| 5Y | +204.4% | -42.2% | +246.6% | +190.2% |
| All | +251.5% | +10.5% | +241.0% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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