-24.5%
BRO vs PPG
+5.2%
-29.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | -2.6% | -1.5% | -1.1% | -2.4% |
| 30D | +0.9% | -5.0% | +5.8% | +1.5% |
| 3M | +24.8% | +1.1% | +23.6% | +24.4% |
| 6M | -0.1% | -3.2% | +3.1% | +0.6% |
| YTD | -9.7% | +11.9% | -21.6% | -13.2% |
| 1Y | -24.5% | +5.3% | -29.8% | -24.6% |
| All | -24.5% | +5.2% | -29.7% | -24.6% |
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