+7.2%
PEP vs BROS
+3.7%
+3.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | -0.3% |
| 30D | +11.8% | -11.2% | +23.0% | +12.0% |
| 3M | +3.7% | -33.9% | +37.6% | +4.6% |
| 6M | -4.3% | -33.5% | +29.2% | -3.6% |
| YTD | +2.1% | -44.9% | +47.1% | +3.3% |
| 1Y | +2.5% | -41.5% | +44.0% | +3.5% |
| 3Y | -5.0% | +22.4% | -27.5% | -7.2% |
| 5Y | +2.9% | -45.7% | +48.5% | +0.9% |
| All | +7.2% | +3.7% | +3.5% | +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 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