-19.1%
PFE vs BROS
+41.2%
-60.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | -2.7% | -0.9% | -1.7% | -2.6% |
| 30D | +3.8% | -13.5% | +17.3% | +4.1% |
| 3M | +10.4% | -18.4% | +28.8% | +10.6% |
| 6M | +6.3% | -10.6% | +16.8% | +6.3% |
| YTD | +17.4% | -25.1% | +42.4% | +17.7% |
| 1Y | +21.1% | -28.6% | +49.8% | +21.5% |
| 3Y | -1.6% | +65.6% | -67.2% | -2.5% |
| All | -19.1% | +41.2% | -60.3% | -20.8% |
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