+47.1%
PPL vs BROS
-47.2%
+94.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.0% | -20.4% | +19.5% | -0.1% |
| 30D | +3.0% | -6.1% | +9.1% | +3.1% |
| 3M | +1.1% | -29.4% | +30.5% | +2.5% |
| 6M | -0.8% | -31.5% | +30.8% | +0.5% |
| YTD | +3.5% | -42.8% | +46.3% | +5.5% |
| 1Y | -0.9% | -37.5% | +36.6% | +0.5% |
| 3Y | +54.2% | +27.2% | +27.0% | +45.3% |
| All | +47.1% | -47.2% | +94.3% | +41.1% |
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 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