-41.5%
BROS vs PL
+10.1%
-51.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.5% |
| 7D | -2.5% | +22.3% | -24.7% | -3.9% |
| 30D | -11.2% | -8.3% | -2.9% | -11.1% |
| 3M | -33.9% | -43.3% | +9.3% | -32.4% |
| 6M | -33.5% | -65.8% | +32.3% | -30.7% |
| YTD | -44.9% | -29.5% | -15.4% | -44.3% |
| 1Y | -41.5% | +11.7% | -53.2% | -41.4% |
| All | -41.5% | +10.1% | -51.6% | -41.4% |
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