+25.1%
BROS vs PPG
-18.7%
+43.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | +0.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -13.5% | -7.8% | -5.7% | -8.5% |
| 3M | -18.4% | -2.2% | -16.2% | -17.6% |
| 6M | -10.6% | +4.1% | -14.7% | -13.7% |
| YTD | -25.1% | +9.1% | -34.1% | -30.7% |
| 1Y | -28.6% | +1.0% | -29.6% | -30.3% |
| 3Y | +65.6% | -13.3% | +78.8% | +74.2% |
| All | +25.1% | -18.7% | +43.8% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling