+72.9%
PBR vs BROS
-18.6%
+91.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -6.9% |
| 7D | -11.0% | +2.5% | -13.5% | -10.7% |
| 30D | -18.8% | +15.1% | -33.8% | -17.7% |
| 3M | +7.8% | -31.4% | +39.2% | +5.6% |
| 6M | -7.6% | -22.6% | +15.0% | -8.9% |
| YTD | +72.7% | -28.1% | +100.8% | +69.9% |
| 1Y | +72.9% | -20.3% | +93.2% | +71.2% |
| All | +72.9% | -18.6% | +91.6% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling