+199.3%
PAAS vs BROS
+30.6%
+168.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.7% |
| 7D | -8.9% | +6.3% | -15.2% | -9.8% |
| 30D | -11.4% | -8.3% | -3.1% | -10.5% |
| 3M | -20.4% | -29.8% | +9.3% | -16.2% |
| 6M | -40.7% | -25.8% | -14.9% | -38.7% |
| YTD | -26.9% | -41.4% | +14.4% | -22.1% |
| 1Y | -3.1% | -35.2% | +32.1% | +1.8% |
| 3Y | +199.3% | +32.8% | +166.5% | +155.5% |
| All | +199.3% | +30.6% | +168.7% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling