-43.4%
BROS vs PBF
+380.2%
-423.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.5% |
| 7D | -19.0% | -15.3% | -3.7% | -17.8% |
| 30D | -7.3% | -21.8% | +14.5% | -5.3% |
| 3M | -31.2% | -0.2% | -31.0% | -31.4% |
| 6M | -33.0% | +63.6% | -96.7% | -36.7% |
| YTD | -42.4% | +147.5% | -189.9% | -49.1% |
| 1Y | -37.7% | +69.8% | -107.6% | -42.3% |
| 3Y | +28.2% | +65.3% | -37.1% | +14.0% |
| 5Y | -43.4% | +393.4% | -436.7% | -65.1% |
| All | -43.4% | +380.2% | -423.6% | -65.1% |
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