+117.3%
PCAR vs BROS
+3.9%
+113.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | +0.1% | -21.2% | +21.3% | +1.9% |
| 30D | -4.6% | -11.6% | +7.0% | -3.8% |
| 3M | -22.6% | -36.7% | +14.1% | -19.7% |
| 6M | -12.0% | -42.8% | +30.9% | -8.4% |
| YTD | -6.1% | -44.8% | +38.7% | -2.3% |
| 1Y | +6.3% | -36.5% | +42.9% | +9.2% |
| 3Y | +31.8% | +27.0% | +4.8% | +26.5% |
| 5Y | +104.2% | -50.3% | +154.5% | +97.2% |
| All | +117.3% | +3.9% | +113.3% | +120.1% |
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