+253.3%
PH vs BROS
+43.3%
+210.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.1% | -6.7% | +3.6% | -2.3% |
| 30D | -3.2% | -29.1% | +25.8% | +0.4% |
| 3M | +10.6% | -16.7% | +27.3% | +12.0% |
| 6M | -2.1% | -11.6% | +9.5% | -2.1% |
| YTD | +10.2% | -23.9% | +34.1% | +12.2% |
| 1Y | +28.2% | -34.8% | +63.0% | +32.7% |
| 3Y | +134.9% | +62.1% | +72.8% | +112.8% |
| All | +253.3% | +43.3% | +210.0% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling