-3.4%
PEP vs BROS
+30.6%
-34.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +2.2% |
| 7D | +2.9% | +6.3% | -3.4% | +2.8% |
| 30D | +12.5% | -8.3% | +20.9% | +12.5% |
| 3M | +4.5% | -29.8% | +34.3% | +4.7% |
| 6M | -0.5% | -25.8% | +25.3% | -0.2% |
| YTD | +4.4% | -41.4% | +45.8% | +4.7% |
| 1Y | +4.4% | -35.2% | +39.5% | +4.7% |
| 3Y | -3.4% | +32.8% | -36.2% | -2.1% |
| All | -3.4% | +30.6% | -34.0% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling