+124.4%
PM vs BROS
+41.2%
+83.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | -2.6% | -13.5% | +10.9% | -2.4% |
| 3M | +5.8% | -18.4% | +24.2% | +6.1% |
| 6M | +10.6% | -10.6% | +21.1% | +10.6% |
| YTD | +17.2% | -25.1% | +42.2% | +17.5% |
| 1Y | +17.6% | -28.6% | +46.3% | +18.0% |
| 3Y | +124.3% | +65.6% | +58.7% | +119.5% |
| All | +124.4% | +41.2% | +83.2% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling