+117.9%
PAAS vs BROS
+43.3%
+74.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -2.9% | -6.7% | +3.8% | -2.0% |
| 30D | +6.8% | -29.1% | +35.9% | +11.3% |
| 3M | -2.9% | -16.7% | +13.8% | -1.1% |
| 6M | -16.4% | -11.6% | -4.8% | -15.8% |
| YTD | 0.0% | -23.9% | +23.9% | +2.5% |
| 1Y | +54.3% | -34.8% | +89.1% | +60.5% |
| 3Y | +230.7% | +62.1% | +168.6% | +197.1% |
| All | +117.9% | +43.3% | +74.6% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling