-20.3%
BROS vs PL
-0.6%
-19.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.3% |
| 7D | +2.5% | -11.7% | +14.2% | +3.1% |
| 30D | +15.1% | -27.1% | +42.2% | +17.0% |
| 3M | -31.4% | -44.6% | +13.2% | -29.3% |
| 6M | -22.6% | -67.2% | +44.6% | -18.5% |
| YTD | -28.1% | -35.9% | +7.7% | -27.5% |
| 1Y | -20.3% | -0.4% | -19.9% | -22.1% |
| All | -20.3% | -0.6% | -19.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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