+44.2%
PPL vs BROS
+8.6%
+35.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | 0.0% | -19.0% | +19.1% | +0.7% |
| 30D | +4.3% | -7.3% | +11.5% | +4.4% |
| 3M | +2.9% | -31.2% | +34.1% | +4.3% |
| 6M | +1.1% | -33.0% | +34.2% | +2.3% |
| YTD | +4.5% | -42.4% | +46.8% | +6.1% |
| 1Y | +0.1% | -37.7% | +37.8% | +1.3% |
| 3Y | +55.7% | +28.2% | +27.5% | +48.8% |
| 5Y | +47.6% | -43.4% | +91.0% | +42.1% |
| All | +44.2% | +8.6% | +35.6% | +39.7% |
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