+19.4%
BRO vs PTC
+4.1%
+15.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -7.3% | -7.3% | -0.1% | -5.3% |
| 30D | -6.9% | -11.6% | +4.8% | -3.6% |
| 3M | +10.7% | +10.5% | +0.2% | +7.1% |
| 6M | -2.7% | -17.8% | +15.1% | +1.8% |
| YTD | -16.3% | -24.9% | +8.6% | -10.3% |
| 1Y | -29.1% | -36.8% | +7.7% | -20.2% |
| 3Y | -7.8% | -8.7% | +0.9% | -11.2% |
| All | +19.4% | +4.1% | +15.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling