+369.4%
PSX vs BROS
+33.7%
+335.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +1.5% | -6.1% | +7.6% | +1.8% |
| 30D | +15.8% | -12.4% | +28.2% | +16.5% |
| 3M | +43.0% | -27.9% | +70.9% | +44.9% |
| 6M | +61.1% | -16.8% | +77.9% | +61.5% |
| YTD | +104.5% | -29.0% | +133.6% | +106.8% |
| 1Y | +102.5% | -33.2% | +135.7% | +105.2% |
| 3Y | +133.5% | +56.8% | +76.7% | +124.9% |
| All | +369.4% | +33.7% | +335.8% | +380.7% |
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 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