-4.6%
BROS vs PR
+366.6%
-371.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.5% |
| 7D | -20.4% | -0.5% | -19.9% | -20.1% |
| 30D | -6.1% | -4.6% | -1.5% | -5.1% |
| 3M | -29.4% | +4.7% | -34.1% | -30.4% |
| 6M | -31.5% | +12.4% | -44.0% | -34.3% |
| YTD | -42.8% | +62.9% | -105.7% | -50.8% |
| 1Y | -37.5% | +70.6% | -108.1% | -47.0% |
| 3Y | +27.2% | +90.0% | -62.8% | +2.3% |
| 5Y | -47.0% | +255.5% | -302.5% | -66.1% |
| All | -4.6% | +366.6% | -371.1% | -24.6% |
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