-4.6%
BROS vs PBF
+681.7%
-686.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.2% |
| 7D | -20.4% | -4.0% | -16.4% | -20.1% |
| 30D | -6.1% | -18.0% | +11.9% | -4.9% |
| 3M | -29.4% | +0.9% | -30.3% | -29.6% |
| 6M | -31.5% | +65.7% | -97.2% | -34.5% |
| YTD | -42.8% | +161.9% | -204.7% | -48.5% |
| 1Y | -37.5% | +77.8% | -115.3% | -41.3% |
| 3Y | +27.2% | +74.9% | -47.7% | +14.9% |
| 5Y | -47.0% | +423.4% | -470.3% | -58.8% |
| All | -4.6% | +681.7% | -686.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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