+144.0%
PSX vs BROS
+30.5%
+113.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -7.8% | -19.0% | +11.2% | -6.8% |
| 30D | -9.9% | -7.3% | -2.6% | -9.5% |
| 3M | +16.9% | -31.2% | +48.1% | +19.1% |
| 6M | +48.0% | -33.0% | +81.0% | +50.0% |
| YTD | +98.3% | -42.4% | +140.7% | +102.8% |
| 1Y | +86.2% | -37.7% | +123.9% | +88.7% |
| 3Y | +144.0% | +28.2% | +115.8% | +151.4% |
| All | +144.0% | +30.5% | +113.5% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling