+19.4%
BRO vs PPG
-24.1%
+43.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.3% | -6.2% | -1.1% | -5.5% |
| 30D | -6.9% | -7.9% | +1.1% | -4.5% |
| 3M | +10.7% | -10.2% | +20.9% | +14.0% |
| 6M | -2.7% | +2.7% | -5.4% | -4.6% |
| YTD | -16.3% | +4.9% | -21.2% | -19.0% |
| 1Y | -29.1% | -3.2% | -25.9% | -29.5% |
| 3Y | -7.8% | -17.0% | +9.2% | -4.5% |
| All | +19.4% | -24.1% | +43.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling