+12.0%
PG vs BROS
+33.7%
-21.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -2.7% | -6.1% | +3.4% | -2.5% |
| 30D | -1.5% | -12.4% | +10.8% | -1.2% |
| 3M | -3.4% | -27.9% | +24.6% | -2.7% |
| 6M | -7.0% | -16.8% | +9.8% | -6.7% |
| YTD | +2.0% | -29.0% | +31.0% | +2.6% |
| 1Y | -6.5% | -33.2% | +26.7% | -5.8% |
| 3Y | +1.2% | +56.8% | -55.6% | -0.9% |
| All | +12.0% | +33.7% | -21.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling