+544.5%
PBR vs BROS
+35.1%
+509.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +5.4% | -5.8% | +11.1% | +5.6% |
| 30D | +22.9% | -14.0% | +36.8% | +23.5% |
| 3M | +19.6% | -32.5% | +52.1% | +21.2% |
| 6M | +16.5% | -14.9% | +31.4% | +16.6% |
| YTD | +86.7% | -28.3% | +114.9% | +88.1% |
| 1Y | +74.7% | -34.0% | +108.7% | +76.5% |
| 3Y | +102.6% | +63.0% | +39.6% | +94.0% |
| All | +544.5% | +35.1% | +509.5% | +516.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling