-30.9%
BROS vs PBF
+165.4%
-196.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -6.6% | +1.4% | -8.0% | -6.5% |
| 30D | -12.3% | +15.8% | -28.2% | -11.0% |
| 3M | -22.2% | +90.3% | -112.5% | -16.4% |
| 6M | -14.3% | +102.8% | -117.1% | -8.1% |
| YTD | -26.6% | +187.3% | -213.9% | -19.0% |
| All | -30.9% | +165.4% | -196.2% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling