+79.8%
PAAS vs BROS
+10.8%
+69.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | +2.0% |
| 7D | +8.8% | -17.9% | +26.8% | +11.3% |
| 30D | -8.5% | -5.4% | -3.1% | -8.1% |
| 3M | -17.0% | -32.1% | +15.1% | -13.1% |
| 6M | -27.9% | -31.7% | +3.8% | -25.1% |
| YTD | -17.5% | -41.2% | +23.7% | -12.9% |
| 1Y | +22.8% | -32.6% | +55.4% | +27.4% |
| 3Y | +224.2% | +32.7% | +191.5% | +198.6% |
| 5Y | +73.6% | -44.2% | +117.9% | +60.1% |
| All | +79.8% | +10.8% | +69.0% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling