-1.8%
BROS vs PL
+45.0%
-46.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +14.5% | -7.9% | +4.3% |
| 7D | -17.9% | +10.9% | -28.8% | -19.2% |
| 30D | -5.4% | -16.4% | +11.0% | -3.0% |
| 3M | -32.1% | -39.9% | +7.9% | -26.9% |
| 6M | -31.7% | -63.2% | +31.5% | -22.3% |
| YTD | -41.2% | -27.1% | -14.0% | -42.2% |
| 1Y | -32.6% | +12.2% | -44.8% | -39.7% |
| 3Y | +32.7% | +584.3% | -551.6% | -29.2% |
| 5Y | -44.2% | +37.0% | -81.2% | -62.5% |
| All | -1.8% | +45.0% | -46.8% | -55.0% |
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