+27.0%
BROS vs PTC
+14.8%
+12.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.8% | +3.5% |
| 7D | -6.7% | -10.3% | +3.6% | -2.0% |
| 30D | -29.1% | +1.1% | -30.2% | -30.4% |
| 3M | -16.7% | +1.6% | -18.3% | -19.7% |
| 6M | -11.6% | -13.5% | +1.9% | -7.2% |
| YTD | -23.9% | -19.1% | -4.9% | -17.2% |
| 1Y | -34.8% | -33.9% | -0.9% | -20.0% |
| 3Y | +62.1% | -3.9% | +66.0% | +44.5% |
| All | +27.0% | +14.8% | +12.2% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling