+3.7%
PEP vs BROS
-18.6%
+22.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.8% | +3.7% |
| 7D | +7.4% | +2.5% | +4.9% | +7.3% |
| 30D | +13.3% | +15.1% | -1.7% | +12.9% |
| 3M | +3.5% | -31.4% | +34.9% | +3.7% |
| 6M | -5.9% | -22.6% | +16.7% | -5.4% |
| YTD | +2.3% | -28.1% | +30.4% | +3.0% |
| 1Y | +3.7% | -20.3% | +24.0% | +4.6% |
| All | +3.7% | -18.6% | +22.3% | +4.6% |
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