-2.1%
BROS vs PNC
+50.3%
-52.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.1% |
| 7D | +6.3% | +3.1% | +3.2% | +4.2% |
| 30D | -8.3% | +7.6% | -16.0% | -12.3% |
| 3M | -29.8% | -8.1% | -21.6% | -25.4% |
| 6M | -25.8% | +12.6% | -38.4% | -31.6% |
| YTD | -41.4% | +15.0% | -56.3% | -46.7% |
| 1Y | -35.2% | +30.4% | -65.6% | -45.9% |
| 3Y | +32.8% | +116.1% | -83.4% | -23.7% |
| 5Y | -42.2% | +37.5% | -79.6% | -55.1% |
| All | -2.1% | +50.3% | -52.4% | -5.1% |
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