+2.5%
PEP vs BROS
-40.8%
+43.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.9% |
| 3M | +3.7% | -33.9% | +37.6% | +4.4% |
| 6M | -4.3% | -33.5% | +29.2% | -3.0% |
| YTD | +2.1% | -44.9% | +47.1% | +3.6% |
| 1Y | +2.5% | -41.5% | +44.0% | +3.7% |
| All | +2.5% | -40.8% | +43.4% | +3.7% |
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