+18.4%
BROS vs PNR
-20.1%
+38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.5% |
| 7D | -6.1% | -5.5% | -0.6% | -2.7% |
| 30D | -12.4% | -15.6% | +3.2% | -2.6% |
| 3M | -27.9% | -20.2% | -7.7% | -18.6% |
| 6M | -16.8% | -36.6% | +19.8% | +9.6% |
| YTD | -29.0% | -45.0% | +15.9% | +2.4% |
| 1Y | -33.2% | -47.4% | +14.2% | -0.3% |
| 3Y | +56.8% | -13.7% | +70.5% | +61.5% |
| All | +18.4% | -20.1% | +38.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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