+140.5%
PM vs BROS
+7.7%
+132.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -7.1% | -20.4% | +13.3% | -6.7% |
| 30D | -2.8% | -6.1% | +3.3% | -2.7% |
| 3M | +6.3% | -29.4% | +35.7% | +6.9% |
| 6M | +9.6% | -31.5% | +41.2% | +10.2% |
| YTD | +25.6% | -42.8% | +68.4% | +26.5% |
| 1Y | +29.7% | -37.5% | +67.1% | +30.4% |
| 3Y | +147.6% | +27.2% | +120.4% | +143.5% |
| 5Y | +160.1% | -47.0% | +207.1% | +156.2% |
| All | +140.5% | +7.7% | +132.8% | +135.8% |
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