+63.0%
BROS vs PPG
-17.4%
+80.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | -5.8% | -6.2% | +0.5% | -2.0% |
| 30D | -14.0% | -7.9% | -6.0% | -9.4% |
| 3M | -32.5% | -10.2% | -22.3% | -28.1% |
| 6M | -14.9% | +2.7% | -17.6% | -16.7% |
| YTD | -28.3% | +4.9% | -33.2% | -31.5% |
| 1Y | -34.0% | -3.2% | -30.8% | -33.9% |
| 3Y | +63.0% | -17.0% | +80.0% | +66.0% |
| All | +63.0% | -17.4% | +80.3% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling