-34.8%
BROS vs PL
+176.6%
-211.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -6.7% | -9.3% | +2.6% | -6.4% |
| 30D | -29.1% | -18.9% | -10.1% | -28.6% |
| 3M | -16.7% | -58.4% | +41.7% | -15.0% |
| 6M | -11.6% | -30.3% | +18.7% | -10.7% |
| YTD | -23.9% | -8.1% | -15.8% | -23.5% |
| 1Y | -34.8% | +180.5% | -215.3% | -34.8% |
| All | -34.8% | +176.6% | -211.4% | -34.8% |
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