+256.3%
P vs BRO
+17.6%
+238.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -4.1% | -8.6% | +4.5% | -2.9% |
| 30D | -14.0% | -6.9% | -7.0% | -13.2% |
| 3M | +41.4% | +10.5% | +31.0% | +37.0% |
| 6M | +54.2% | -2.8% | +56.9% | +54.3% |
| YTD | +40.4% | -16.1% | +56.6% | +46.1% |
| 1Y | +16.0% | -27.6% | +43.6% | +26.5% |
| 3Y | +140.7% | -7.3% | +148.0% | +124.6% |
| 5Y | +256.3% | +19.0% | +237.3% | +173.8% |
| All | +256.3% | +17.6% | +238.7% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling