+377.4%
PSX vs BROS
+3.7%
+373.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.8% |
| 7D | +6.4% | -2.5% | +8.9% | +6.6% |
| 30D | -10.2% | -11.2% | +1.1% | -9.7% |
| 3M | +17.2% | -33.9% | +51.1% | +19.5% |
| 6M | +51.8% | -33.5% | +85.2% | +54.0% |
| YTD | +108.0% | -44.9% | +152.9% | +112.9% |
| 1Y | +96.1% | -41.5% | +137.6% | +99.8% |
| 3Y | +155.9% | +22.4% | +133.4% | +149.5% |
| 5Y | +306.9% | -45.7% | +352.6% | +294.7% |
| All | +377.4% | +3.7% | +373.7% | +394.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling