-5.3%
BRO vs PPG
+38.5%
-43.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.0% | -0.5% | +3.7% |
| 7D | +12.4% | +7.5% | +5.0% | +11.3% |
| 30D | +21.6% | +20.9% | +0.7% | +18.4% |
| 3M | +4.3% | +8.7% | -4.4% | +2.9% |
| 6M | +29.2% | +23.8% | +5.3% | +25.5% |
| YTD | -6.4% | +26.5% | -32.9% | -12.8% |
| 1Y | -5.3% | +37.6% | -42.9% | -14.6% |
| All | -5.3% | +38.5% | -43.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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