+213.5%
PAAS vs BRO
+294.2%
-80.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.9% | -7.3% | +5.4% | -0.5% |
| 30D | -3.6% | -6.9% | +3.3% | -2.3% |
| 3M | +8.6% | +10.7% | -2.1% | +5.6% |
| 6M | -16.7% | -2.7% | -14.0% | -16.8% |
| YTD | -1.9% | -16.3% | +14.4% | +1.4% |
| 1Y | +38.0% | -29.1% | +67.1% | +48.5% |
| 3Y | +234.9% | -7.8% | +242.8% | +231.6% |
| 5Y | +119.5% | +18.7% | +100.7% | +96.4% |
| All | +213.5% | +294.2% | -80.8% | +194.5% |
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