-29.1%
BRO vs PTC
-36.4%
+7.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -7.3% | -7.3% | -0.1% | -5.5% |
| 30D | -6.9% | -11.6% | +4.8% | -4.1% |
| 3M | +10.7% | +10.5% | +0.2% | +7.6% |
| 6M | -2.7% | -17.8% | +15.1% | -2.0% |
| YTD | -16.3% | -24.9% | +8.6% | -13.9% |
| 1Y | -29.1% | -36.8% | +7.7% | -26.0% |
| All | -29.1% | -36.4% | +7.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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