+681.1%
P vs BRO
+294.2%
+386.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.3% | -7.3% | +6.0% | +1.7% |
| 30D | -11.9% | -6.9% | -5.0% | -9.6% |
| 3M | +41.6% | +10.7% | +30.9% | +32.2% |
| 6M | +58.1% | -2.7% | +60.8% | +55.7% |
| YTD | +46.5% | -16.3% | +62.8% | +54.2% |
| 1Y | +19.1% | -29.1% | +48.1% | +36.0% |
| 3Y | +150.6% | -7.8% | +158.4% | +130.1% |
| 5Y | +271.8% | +18.7% | +253.0% | +174.1% |
| All | +681.1% | +294.2% | +386.8% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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