-37.5%
BROS vs PBF
+78.3%
-115.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -0.5% |
| 7D | -20.4% | -4.0% | -16.4% | -20.7% |
| 30D | -6.1% | -18.0% | +11.9% | -7.7% |
| 3M | -29.4% | +0.9% | -30.3% | -28.7% |
| 6M | -31.5% | +65.7% | -97.2% | -26.1% |
| YTD | -42.8% | +161.9% | -204.7% | -35.5% |
| 1Y | -37.5% | +77.8% | -115.3% | -29.8% |
| All | -37.5% | +78.3% | -115.8% | -29.8% |
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