-4.6%
BROS vs PL
+44.7%
-49.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -20.4% | +13.4% | -33.8% | -21.8% |
| 30D | -6.1% | -10.2% | +4.1% | -4.7% |
| 3M | -29.4% | -39.5% | +10.1% | -24.1% |
| 6M | -31.5% | -65.7% | +34.2% | -21.1% |
| YTD | -42.8% | -27.3% | -15.5% | -43.8% |
| 1Y | -37.5% | +15.0% | -52.5% | -44.3% |
| 3Y | +27.2% | +560.8% | -533.7% | -31.5% |
| 5Y | -47.0% | +38.4% | -85.4% | -65.3% |
| All | -4.6% | +44.7% | -49.3% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling