-36.5%
BROS vs P
+10.7%
-47.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.3% | +0.3% | +6.5% |
| 7D | -17.9% | -9.6% | -8.3% | -17.9% |
| 30D | -5.4% | -33.4% | +28.1% | -6.9% |
| 3M | -32.1% | +14.2% | -46.3% | -31.4% |
| 6M | -31.7% | +31.6% | -63.3% | -31.2% |
| YTD | -41.2% | +53.5% | -94.6% | -41.7% |
| All | -36.5% | +10.7% | -47.1% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling