+100.0%
PBR vs BROS
+62.9%
+37.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | +0.3% | -6.6% | +6.9% | +0.6% |
| 30D | +17.5% | -12.3% | +29.9% | +18.0% |
| 3M | +20.9% | -22.2% | +43.1% | +21.5% |
| 6M | +20.2% | -14.3% | +34.5% | +20.0% |
| YTD | +84.3% | -26.6% | +110.8% | +85.3% |
| 1Y | +77.1% | -31.5% | +108.6% | +78.7% |
| All | +100.0% | +62.9% | +37.1% | +81.5% |
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