+183.6%
PAAS vs BROS
+25.7%
+158.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +8.4% | -21.2% | +29.6% | +12.2% |
| 30D | -7.2% | -11.6% | +4.4% | -5.8% |
| 3M | -14.0% | -36.7% | +22.7% | -8.0% |
| 6M | -26.8% | -42.8% | +16.1% | -21.1% |
| YTD | -19.8% | -44.8% | +25.0% | -13.6% |
| 1Y | +22.8% | -36.5% | +59.4% | +29.5% |
| 3Y | +183.6% | +27.0% | +156.7% | +144.1% |
| All | +183.6% | +25.7% | +158.0% | +144.1% |
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