+140.8%
PH vs BROS
+64.7%
+76.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -10.8% | -13.5% | +2.6% | -9.1% |
| 3M | +8.5% | -18.4% | +26.9% | +9.9% |
| 6M | +3.9% | -10.6% | +14.5% | +3.3% |
| YTD | +9.4% | -25.1% | +34.5% | +11.5% |
| 1Y | +26.8% | -28.6% | +55.4% | +29.7% |
| 3Y | +140.8% | +65.6% | +75.2% | +105.8% |
| All | +140.8% | +64.7% | +76.1% | +105.8% |
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