-39.1%
BROS vs PBF
+89.6%
-128.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -6.0% | -3.6% |
| 7D | -2.5% | +4.3% | -6.8% | -2.3% |
| 30D | -11.2% | -21.8% | +10.6% | -13.2% |
| 3M | -33.9% | +1.7% | -35.7% | -33.3% |
| 6M | -33.5% | +69.8% | -103.3% | -27.9% |
| YTD | -44.9% | +167.7% | -212.7% | -37.5% |
| All | -39.1% | +89.6% | -128.7% | -31.5% |
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