-34.8%
BROS vs PSLV
+57.1%
-91.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -6.7% | -0.6% | -6.0% | -6.6% |
| 30D | -29.1% | +7.3% | -36.3% | -29.6% |
| 3M | -16.7% | -7.4% | -9.3% | -16.3% |
| 6M | -11.6% | -20.3% | +8.7% | -10.5% |
| YTD | -23.9% | -8.2% | -15.7% | -21.3% |
| 1Y | -34.8% | +57.9% | -92.7% | -28.1% |
| All | -34.8% | +57.1% | -91.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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