+25.1%
BROS vs PNC
+55.7%
-30.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | -0.9% | +2.3% | -3.2% | -2.4% |
| 30D | -13.5% | -3.8% | -9.6% | -11.2% |
| 3M | -18.4% | +7.8% | -26.2% | -22.7% |
| 6M | -10.6% | +19.7% | -30.3% | -21.1% |
| YTD | -25.1% | +19.1% | -44.2% | -33.8% |
| 1Y | -28.6% | +23.1% | -51.8% | -38.5% |
| 3Y | +65.6% | +132.1% | -66.6% | -10.3% |
| All | +25.1% | +55.7% | -30.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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