+73.9%
BROS vs PTC
-2.9%
+76.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.8% | +2.3% |
| 7D | -6.7% | -10.3% | +3.6% | -4.1% |
| 30D | -29.1% | +1.1% | -30.2% | -29.8% |
| 3M | -16.7% | +1.6% | -18.3% | -18.3% |
| 6M | -11.6% | -13.5% | +1.9% | -7.2% |
| YTD | -23.9% | -19.1% | -4.9% | -18.0% |
| 1Y | -34.8% | -33.9% | -0.9% | -23.2% |
| All | +73.9% | -2.9% | +76.8% | +33.3% |
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