+116.5%
PAAS vs BROS
+41.2%
+75.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | -0.1% | -13.5% | +13.4% | +1.8% |
| 3M | +8.2% | -18.4% | +26.7% | +10.5% |
| 6M | -13.8% | -10.6% | -3.2% | -13.3% |
| YTD | -0.6% | -25.1% | +24.4% | +2.0% |
| 1Y | +44.0% | -28.6% | +72.6% | +48.2% |
| 3Y | +246.6% | +65.6% | +181.0% | +210.8% |
| All | +116.5% | +41.2% | +75.3% | +106.5% |
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