+45.3%
PPL vs BROS
+6.4%
+39.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.4% | +22.2% | +1.6% |
| 7D | +1.0% | -21.4% | +22.4% | +1.9% |
| 30D | +6.8% | -11.5% | +18.3% | +7.2% |
| 3M | +3.9% | -47.4% | +51.2% | +6.3% |
| 6M | -2.0% | -39.5% | +37.5% | -0.5% |
| YTD | +5.3% | -43.5% | +48.8% | +7.1% |
| 1Y | +2.2% | -37.8% | +40.0% | +3.4% |
| 3Y | +56.7% | +30.5% | +26.2% | +49.6% |
| 5Y | +49.1% | -49.1% | +98.2% | +43.5% |
| All | +45.3% | +6.4% | +39.0% | +40.9% |
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