+30.0%
BROS vs PL
+403.1%
-373.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -10.1% | -11.3% | -20.3% |
| 7D | -21.4% | -20.5% | -0.9% | -19.3% |
| 30D | -11.5% | -38.8% | +27.3% | -6.9% |
| 3M | -47.4% | -49.1% | +1.8% | -43.7% |
| 6M | -39.5% | -69.4% | +29.8% | -32.7% |
| YTD | -43.5% | -42.3% | -1.2% | -42.6% |
| 1Y | -37.8% | -14.2% | -23.6% | -40.4% |
| All | +30.0% | +403.1% | -373.1% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling