+533.3%
PBR vs BROS
+41.2%
+492.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +2.5% | -0.9% | +3.4% | +2.5% |
| 30D | +19.4% | -13.5% | +32.8% | +20.0% |
| 3M | +20.8% | -18.4% | +39.2% | +21.4% |
| 6M | +23.5% | -10.6% | +34.1% | +23.3% |
| YTD | +83.4% | -25.1% | +108.5% | +84.5% |
| 1Y | +77.6% | -28.6% | +106.2% | +78.8% |
| 3Y | +99.9% | +65.6% | +34.3% | +91.3% |
| All | +533.3% | +41.2% | +492.1% | +504.3% |
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