-0.6%
PEP vs BROS
-30.1%
+29.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | -1.7% | -6.6% | +4.9% | -1.5% |
| 30D | +0.3% | -12.3% | +12.6% | +0.6% |
| 3M | -3.2% | -22.2% | +19.0% | -2.5% |
| 6M | -13.6% | -14.3% | +0.7% | -12.9% |
| YTD | -1.9% | -26.6% | +24.7% | -0.6% |
| 1Y | -0.6% | -31.5% | +30.9% | +3.4% |
| All | -0.6% | -30.1% | +29.5% | +3.4% |
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