+16.9%
PSA vs BROS
+43.3%
-26.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -3.7% | -6.7% | +3.0% | -3.2% |
| 30D | -7.7% | -29.1% | +21.3% | -5.6% |
| 3M | -0.6% | -16.7% | +16.1% | +0.4% |
| 6M | -0.9% | -11.6% | +10.7% | -0.6% |
| YTD | +18.7% | -23.9% | +42.6% | +20.2% |
| 1Y | +7.6% | -34.8% | +42.4% | +10.0% |
| 3Y | +23.7% | +62.1% | -38.4% | +14.8% |
| All | +16.9% | +43.3% | -26.4% | +8.5% |
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