+14.3%
PFE vs BROS
+25.7%
-11.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -3.7% | -21.2% | +17.5% | -3.1% |
| 30D | +5.0% | -11.6% | +16.5% | +5.3% |
| 3M | +12.2% | -36.7% | +48.9% | +13.3% |
| 6M | +14.6% | -42.8% | +57.4% | +15.9% |
| YTD | +24.1% | -44.8% | +69.0% | +25.3% |
| 1Y | +26.6% | -36.5% | +63.1% | +27.5% |
| 3Y | +14.3% | +27.0% | -12.6% | +17.9% |
| All | +14.3% | +25.7% | -11.4% | +17.9% |
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