+136.6%
PM vs BROS
+10.8%
+125.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.6% | -9.0% | -2.5% |
| 7D | -7.3% | -17.9% | +10.6% | -7.0% |
| 30D | -4.0% | -5.4% | +1.4% | -3.9% |
| 3M | +2.7% | -32.1% | +34.8% | +3.3% |
| 6M | +14.9% | -31.7% | +46.5% | +15.5% |
| YTD | +23.5% | -41.2% | +64.7% | +24.4% |
| 1Y | +30.4% | -32.6% | +63.0% | +30.9% |
| 3Y | +143.2% | +32.7% | +110.5% | +139.0% |
| 5Y | +159.5% | -44.2% | +203.7% | +155.5% |
| All | +136.6% | +10.8% | +125.8% | +131.8% |
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 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