+27.0%
BROS vs PBF
+733.3%
-706.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -6.7% | +4.3% | -11.0% | -7.0% |
| 30D | -29.1% | +22.0% | -51.1% | -30.2% |
| 3M | -16.7% | +74.5% | -91.2% | -20.5% |
| 6M | -11.6% | +67.7% | -79.3% | -16.0% |
| YTD | -23.9% | +179.2% | -203.1% | -31.6% |
| 1Y | -34.8% | +170.0% | -204.8% | -41.7% |
| 3Y | +62.1% | +66.4% | -4.3% | +48.1% |
| All | +27.0% | +733.3% | -706.4% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling