+31.3%
PSA vs BROS
+7.7%
+23.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.1% | -20.4% | +18.4% | -0.6% |
| 30D | +16.2% | -6.1% | +22.3% | +16.4% |
| 3M | +4.3% | -29.4% | +33.7% | +6.6% |
| 6M | +9.9% | -31.5% | +41.4% | +12.2% |
| YTD | +33.3% | -42.8% | +76.1% | +37.4% |
| 1Y | +25.8% | -37.5% | +63.3% | +28.8% |
| 3Y | +54.8% | +27.2% | +27.6% | +45.9% |
| 5Y | +27.5% | -47.0% | +74.5% | +22.8% |
| All | +31.3% | +7.7% | +23.6% | +24.0% |
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