-14.9%
PFE vs BROS
+10.8%
-25.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.2% | -0.7% |
| 7D | -4.7% | -17.9% | +13.2% | -4.4% |
| 30D | +3.4% | -5.4% | +8.7% | +3.5% |
| 3M | +9.2% | -32.1% | +41.3% | +9.9% |
| 6M | +15.8% | -31.7% | +47.5% | +16.4% |
| YTD | +23.4% | -41.2% | +64.6% | +24.2% |
| 1Y | +25.8% | -32.6% | +58.4% | +26.4% |
| 3Y | +17.8% | +32.7% | -14.8% | +17.3% |
| 5Y | -20.2% | -44.2% | +24.1% | -20.3% |
| All | -14.9% | +10.8% | -25.7% | -16.4% |
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