+27.0%
BROS vs PR
+385.1%
-358.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -6.7% | +2.9% | -9.6% | -7.4% |
| 30D | -29.1% | +18.0% | -47.1% | -32.2% |
| 3M | -16.7% | +16.9% | -33.6% | -20.5% |
| 6M | -11.6% | +28.2% | -39.8% | -18.4% |
| YTD | -23.9% | +69.3% | -93.2% | -35.0% |
| 1Y | -34.8% | +69.5% | -104.3% | -44.6% |
| 3Y | +62.1% | +81.7% | -19.6% | +31.7% |
| All | +27.0% | +385.1% | -358.1% | -0.4% |
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