+248.2%
PAAS vs BROS
+63.0%
+185.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -2.9% | -6.7% | +3.8% | -1.8% |
| 30D | +6.8% | -29.1% | +35.9% | +12.3% |
| 3M | -2.9% | -16.7% | +13.8% | -0.9% |
| 6M | -16.4% | -11.6% | -4.8% | -15.9% |
| YTD | 0.0% | -23.9% | +23.9% | +2.8% |
| 1Y | +54.3% | -34.8% | +89.1% | +61.5% |
| All | +248.2% | +63.0% | +185.2% | +187.1% |
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