+285.2%
BRO vs PSLV
+190.6%
+94.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.3% | -3.5% | -3.9% | -7.3% |
| 30D | -6.9% | -2.1% | -4.7% | -6.8% |
| 3M | +10.7% | -1.6% | +12.3% | +10.7% |
| 6M | -2.7% | -25.5% | +22.8% | -1.8% |
| YTD | -16.3% | -11.4% | -4.9% | -17.3% |
| 1Y | -29.1% | +48.6% | -77.7% | -33.1% |
| 3Y | -7.8% | +166.9% | -174.7% | -18.7% |
| 5Y | +18.7% | +152.4% | -133.7% | +4.3% |
| All | +285.2% | +190.6% | +94.6% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling