+4.4%
PEP vs BROS
+41.2%
-36.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.7% | -13.5% | +14.1% | +1.0% |
| 3M | -0.5% | -18.4% | +17.9% | -0.1% |
| 6M | -11.3% | -10.6% | -0.7% | -11.2% |
| YTD | -0.6% | -25.1% | +24.5% | -0.1% |
| 1Y | +1.7% | -28.6% | +30.3% | +2.2% |
| 3Y | -12.5% | +65.6% | -78.0% | -15.0% |
| All | +4.4% | +41.2% | -36.8% | +1.1% |
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