-14.7%
PFE vs BROS
+10.5%
-25.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | +0.1% |
| 7D | -1.7% | +6.3% | -8.0% | -1.8% |
| 30D | +0.3% | -8.3% | +8.7% | +0.5% |
| 3M | +9.4% | -29.8% | +39.2% | +10.0% |
| 6M | +14.9% | -25.8% | +40.7% | +15.3% |
| YTD | +23.8% | -41.4% | +65.2% | +24.6% |
| 1Y | +19.5% | -35.2% | +54.7% | +20.1% |
| 3Y | +21.0% | +32.8% | -11.7% | +20.4% |
| 5Y | -23.9% | -42.2% | +18.3% | -24.0% |
| All | -14.7% | +10.5% | -25.2% | -16.2% |
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