+25.1%
BROS vs PBF
+760.6%
-735.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.7% |
| 7D | -0.9% | +2.4% | -3.3% | -1.1% |
| 30D | -13.5% | +24.9% | -38.3% | -14.9% |
| 3M | -18.4% | +81.9% | -100.3% | -22.4% |
| 6M | -10.6% | +79.4% | -89.9% | -15.5% |
| YTD | -25.1% | +188.3% | -213.4% | -32.8% |
| 1Y | -28.6% | +177.3% | -205.9% | -36.3% |
| 3Y | +65.6% | +56.0% | +9.6% | +53.3% |
| All | +25.1% | +760.6% | -735.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling