+19.7%
BROS vs PSLV
+151.2%
-131.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -5.8% | -3.5% | -2.3% | -5.1% |
| 30D | -14.0% | -2.1% | -11.8% | -13.6% |
| 3M | -32.5% | -1.6% | -30.8% | -32.5% |
| 6M | -14.9% | -25.5% | +10.6% | -10.7% |
| YTD | -28.3% | -11.4% | -16.9% | -30.0% |
| 1Y | -34.0% | +48.6% | -82.6% | -45.4% |
| 3Y | +63.0% | +166.9% | -103.9% | +7.7% |
| All | +19.7% | +151.2% | -131.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling