-42.6%
BROS vs PL
+31.5%
-74.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.6% |
| 7D | +6.3% | +10.0% | -3.7% | +4.7% |
| 30D | -8.3% | -2.3% | -6.1% | -8.1% |
| 3M | -29.8% | -44.2% | +14.4% | -23.6% |
| 6M | -25.8% | -66.1% | +40.3% | -14.5% |
| YTD | -41.4% | -30.0% | -11.4% | -42.0% |
| 1Y | -35.2% | +21.0% | -56.2% | -42.8% |
| 3Y | +32.8% | +516.5% | -483.8% | -27.1% |
| All | -42.6% | +31.5% | -74.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling