+25.1%
BROS vs PNR
-17.4%
+42.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.2% |
| 7D | -0.9% | -3.0% | +2.1% | +1.0% |
| 30D | -13.5% | -14.9% | +1.5% | -4.3% |
| 3M | -18.4% | -19.0% | +0.6% | -8.9% |
| 6M | -10.6% | -35.9% | +25.3% | +17.1% |
| YTD | -25.1% | -43.1% | +18.1% | +5.9% |
| 1Y | -28.6% | -46.4% | +17.7% | +5.2% |
| 3Y | +65.6% | -10.8% | +76.4% | +67.0% |
| All | +25.1% | -17.4% | +42.5% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling