+132.9%
PH vs BROS
+25.7%
+107.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.1% |
| 7D | +2.0% | -21.2% | +23.2% | +4.7% |
| 30D | -3.7% | -11.6% | +7.9% | -2.6% |
| 3M | -14.0% | -36.7% | +22.6% | -9.5% |
| 6M | +2.1% | -42.8% | +44.9% | +7.5% |
| YTD | +5.1% | -44.8% | +49.9% | +10.5% |
| 1Y | +10.9% | -36.5% | +47.5% | +14.0% |
| 3Y | +132.9% | +27.0% | +106.0% | +129.3% |
| All | +132.9% | +25.7% | +107.3% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling