+27.0%
BROS vs PTC
+32.2%
-5.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | -21.2% | -0.2% | -21.0% | -21.2% |
| 30D | -11.6% | +0.8% | -12.3% | -11.6% |
| 3M | -36.7% | +32.1% | -68.8% | -39.9% |
| 6M | -42.8% | +42.6% | -85.4% | -47.6% |
| YTD | -44.8% | +12.0% | -56.8% | -44.2% |
| 1Y | -36.5% | +12.2% | -48.7% | -35.8% |
| 3Y | +27.0% | +31.2% | -4.3% | -0.4% |
| All | +27.0% | +32.2% | -5.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling