-4.6%
PEP vs BROS
+28.7%
-33.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -21.4% | +21.6% | +0.4% |
| 7D | +6.7% | -21.4% | +28.1% | +6.9% |
| 30D | +13.5% | -11.5% | +25.0% | +13.6% |
| 3M | +3.9% | -47.4% | +51.3% | +4.2% |
| 6M | -6.0% | -39.5% | +33.5% | -5.7% |
| YTD | +2.5% | -43.5% | +46.0% | +2.8% |
| 1Y | +3.9% | -37.8% | +41.7% | +4.3% |
| All | -4.6% | +28.7% | -33.3% | -3.0% |
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