-14.3%
BROS vs PSLV
-19.6%
+5.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.5% |
| 7D | -6.6% | +3.3% | -9.9% | -7.2% |
| 30D | -12.3% | +2.1% | -14.5% | -12.8% |
| 3M | -22.2% | +7.1% | -29.3% | -23.4% |
| 6M | -14.3% | -21.6% | +7.3% | -10.7% |
| All | -14.3% | -19.6% | +5.3% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling