-7.9%
BROS vs PR
+354.6%
-362.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.8% |
| 7D | -21.2% | -16.4% | -4.8% | -17.7% |
| 30D | -11.6% | -1.9% | -9.7% | -11.2% |
| 3M | -36.7% | +8.0% | -44.6% | -38.1% |
| 6M | -42.8% | +4.1% | -46.9% | -44.0% |
| YTD | -44.8% | +58.7% | -103.5% | -52.2% |
| 1Y | -36.5% | +75.8% | -112.4% | -46.7% |
| 3Y | +27.0% | +73.2% | -46.2% | +4.4% |
| 5Y | -50.3% | +230.1% | -280.5% | -68.3% |
| All | -7.9% | +354.6% | -362.6% | -26.8% |
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