-2.1%
BROS vs PR
+381.8%
-383.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.2% |
| 7D | +6.3% | +6.0% | +0.3% | +4.8% |
| 30D | -8.3% | -4.2% | -4.2% | -7.5% |
| 3M | -29.8% | +10.0% | -39.7% | -31.7% |
| 6M | -25.8% | +15.6% | -41.4% | -29.3% |
| YTD | -41.4% | +68.2% | -109.5% | -49.9% |
| 1Y | -35.2% | +79.2% | -114.4% | -45.7% |
| 3Y | +32.8% | +94.9% | -62.1% | +6.1% |
| 5Y | -42.2% | +272.8% | -314.9% | -63.3% |
| All | -2.1% | +381.8% | -383.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling