-50.2%
BROS vs PL
+20.8%
-71.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.7% | -3.9% |
| 7D | -21.2% | -6.8% | -14.4% | -20.3% |
| 30D | -11.6% | -29.3% | +17.7% | -6.9% |
| 3M | -36.7% | -44.8% | +8.1% | -31.0% |
| 6M | -42.8% | -68.4% | +25.6% | -33.4% |
| YTD | -44.8% | -36.4% | -8.5% | -44.6% |
| 1Y | -36.5% | +0.7% | -37.3% | -42.2% |
| 3Y | +27.0% | +455.3% | -428.4% | -29.2% |
| All | -50.2% | +20.8% | -71.0% | -66.2% |
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