-7.9%
BROS vs P
+265.4%
-273.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.9% | -3.2% |
| 7D | -21.2% | -23.8% | +2.6% | -15.9% |
| 30D | -11.6% | -36.6% | +25.1% | -2.1% |
| 3M | -36.7% | +10.9% | -47.6% | -40.0% |
| 6M | -42.8% | +30.0% | -72.8% | -49.8% |
| YTD | -44.8% | +44.4% | -89.2% | -53.9% |
| 1Y | -36.5% | +3.9% | -40.5% | -42.7% |
| 3Y | +27.0% | +176.6% | -149.6% | -29.1% |
| 5Y | -50.3% | +249.3% | -299.6% | -74.8% |
| All | -7.9% | +265.4% | -273.3% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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