+65.6%
BROS vs PBF
+62.4%
+3.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.5% |
| 7D | -0.9% | +2.4% | -3.3% | -0.9% |
| 30D | -13.5% | +24.9% | -38.3% | -13.3% |
| 3M | -18.4% | +81.9% | -100.3% | -18.1% |
| 6M | -10.6% | +79.4% | -89.9% | -10.4% |
| YTD | -25.1% | +188.3% | -213.4% | -26.2% |
| 1Y | -28.6% | +177.3% | -205.9% | -29.9% |
| 3Y | +65.6% | +56.0% | +9.6% | +46.0% |
| All | +65.6% | +62.4% | +3.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling