+111.0%
PBF vs BRO
-3.6%
+114.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.5% | -11.1% | -6.6% |
| 7D | -0.9% | +12.4% | -13.3% | -1.0% |
| 30D | -13.7% | +21.6% | -35.3% | -13.5% |
| 3M | +10.6% | +4.3% | +6.3% | +10.2% |
| 6M | +61.2% | +29.2% | +32.0% | +55.0% |
| YTD | +172.7% | -6.4% | +179.1% | +166.3% |
| 1Y | +111.0% | -5.3% | +116.3% | +109.5% |
| All | +111.0% | -3.6% | +114.6% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling