+25,535.4%
BRO vs PPG
+2,583.7%
+22,951.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.3% | -6.2% | -1.1% | -5.4% |
| 30D | -6.9% | -7.9% | +1.1% | -4.4% |
| 3M | +10.7% | -10.2% | +20.9% | +14.1% |
| 6M | -2.7% | +2.7% | -5.4% | -4.4% |
| YTD | -16.3% | +4.9% | -21.2% | -18.7% |
| 1Y | -29.1% | -3.2% | -25.9% | -29.4% |
| 3Y | -7.8% | -17.0% | +9.2% | -5.2% |
| 5Y | +18.7% | -23.3% | +42.1% | +23.5% |
| 10Y | +291.9% | +26.4% | +265.5% | +240.5% |
| All | +25,535.4% | +2,583.7% | +22,951.8% | +11,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling