+26.1%
PAAS vs BROS
-18.6%
+44.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.4% | +8.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.6% |
| 30D | -8.5% | +15.1% | -23.5% | -11.2% |
| 3M | -7.3% | -31.4% | +24.1% | -0.3% |
| 6M | -18.3% | -22.6% | +4.3% | -15.5% |
| YTD | -19.2% | -28.1% | +9.0% | -16.2% |
| 1Y | +26.1% | -20.3% | +46.4% | +27.7% |
| All | +26.1% | -18.6% | +44.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling