+27.0%
BROS vs PL
+82.8%
-55.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -6.7% | -9.3% | +2.6% | -5.2% |
| 30D | -29.1% | -18.9% | -10.1% | -26.8% |
| 3M | -16.7% | -58.4% | +41.7% | -6.1% |
| 6M | -11.6% | -30.3% | +18.7% | -10.7% |
| YTD | -23.9% | -8.1% | -15.8% | -27.5% |
| 1Y | -34.8% | +180.5% | -215.3% | -51.9% |
| 3Y | +62.1% | +444.1% | -382.1% | -6.1% |
| All | +27.0% | +82.8% | -55.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling