-5.8%
BROS vs PR
+346.1%
-351.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.9% | -16.6% | -20.2% |
| 7D | -21.4% | -16.5% | -4.9% | -17.9% |
| 30D | -11.5% | -4.5% | -7.0% | -10.5% |
| 3M | -47.4% | +8.5% | -55.9% | -48.7% |
| 6M | -39.5% | -3.3% | -36.2% | -39.6% |
| YTD | -43.5% | +55.7% | -99.2% | -50.9% |
| 1Y | -37.8% | +82.0% | -119.8% | -48.3% |
| 3Y | +30.5% | +62.5% | -31.9% | +9.0% |
| 5Y | -49.1% | +223.9% | -273.1% | -67.4% |
| All | -5.8% | +346.1% | -351.8% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling