+248.5%
PH vs BROS
+38.3%
+210.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | 0.0% | -6.6% | +6.6% | +0.8% |
| 30D | -10.3% | -12.3% | +2.1% | -8.9% |
| 3M | +5.1% | -22.2% | +27.3% | +7.3% |
| 6M | +2.3% | -14.3% | +16.6% | +2.8% |
| YTD | +8.7% | -26.6% | +35.2% | +11.1% |
| 1Y | +26.8% | -31.5% | +58.3% | +30.4% |
| 3Y | +139.2% | +62.3% | +76.9% | +116.8% |
| All | +248.5% | +38.3% | +210.1% | +226.5% |
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