-37.5%
BROS vs PR
+73.4%
-110.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.6% |
| 7D | -20.4% | -0.5% | -19.9% | -20.4% |
| 30D | -6.1% | -4.6% | -1.5% | -6.7% |
| 3M | -29.4% | +4.7% | -34.1% | -28.6% |
| 6M | -31.5% | +12.4% | -44.0% | -29.4% |
| YTD | -42.8% | +62.9% | -105.7% | -43.8% |
| 1Y | -37.5% | +70.6% | -108.1% | -39.7% |
| All | -37.5% | +73.4% | -110.9% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling