+95.5%
PSX vs BROS
-37.3%
+132.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.8% |
| 7D | +7.8% | +6.3% | +1.5% | +7.8% |
| 30D | -10.9% | -8.3% | -2.5% | -10.5% |
| 3M | +14.5% | -29.8% | +44.3% | +13.3% |
| 6M | +56.1% | -25.8% | +81.9% | +54.2% |
| YTD | +109.6% | -41.4% | +150.9% | +107.5% |
| 1Y | +95.5% | -35.2% | +130.7% | +88.2% |
| All | +95.5% | -37.3% | +132.8% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling