-8.1%
BROS vs PL
+40.3%
-48.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.2% |
| 7D | -2.5% | +22.3% | -24.7% | -5.7% |
| 30D | -11.2% | -8.3% | -2.9% | -10.2% |
| 3M | -33.9% | -43.3% | +9.3% | -28.3% |
| 6M | -33.5% | -65.8% | +32.3% | -23.3% |
| YTD | -44.9% | -29.5% | -15.4% | -45.6% |
| 1Y | -41.5% | +11.7% | -53.2% | -47.6% |
| 3Y | +22.4% | +540.6% | -518.1% | -33.7% |
| 5Y | -45.7% | +32.9% | -78.6% | -63.6% |
| All | -8.1% | +40.3% | -48.4% | -57.6% |
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