-1.8%
BROS vs P
+288.4%
-290.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.3% | +0.3% | +5.1% |
| 7D | -17.9% | -9.6% | -8.3% | -15.5% |
| 30D | -5.4% | -33.4% | +28.1% | +3.5% |
| 3M | -32.1% | +14.2% | -46.3% | -36.0% |
| 6M | -31.7% | +31.6% | -63.3% | -40.0% |
| YTD | -41.2% | +53.5% | -94.6% | -51.5% |
| 1Y | -32.6% | +14.2% | -46.8% | -40.7% |
| 3Y | +32.7% | +190.5% | -157.8% | -26.6% |
| 5Y | -44.2% | +256.3% | -300.6% | -72.2% |
| All | -1.8% | +288.4% | -290.2% | -51.3% |
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