-14.3%
BROS vs PPG
+3.4%
-17.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.5% |
| 7D | -6.6% | -3.7% | -2.9% | -4.3% |
| 30D | -12.3% | -7.2% | -5.1% | -8.1% |
| 3M | -22.2% | -7.3% | -14.9% | -18.6% |
| 6M | -14.3% | +0.3% | -14.5% | -14.4% |
| All | -14.3% | +3.4% | -17.7% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling