+24.5%
PSA vs BROS
+64.7%
-40.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -8.2% | -13.5% | +5.3% | -7.3% |
| 3M | -2.1% | -18.4% | +16.3% | -1.1% |
| 6M | -0.2% | -10.6% | +10.4% | 0.0% |
| YTD | +18.5% | -25.1% | +43.6% | +19.9% |
| 1Y | +6.6% | -28.6% | +35.2% | +8.0% |
| 3Y | +24.5% | +65.6% | -41.1% | +12.7% |
| All | +24.5% | +64.7% | -40.2% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling