+353.7%
PBF vs BRO
+484.5%
-130.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +5.3% | -7.3% | +12.6% | +9.5% |
| 30D | +11.7% | -6.9% | +18.6% | +15.6% |
| 3M | +91.1% | +10.7% | +80.4% | +76.9% |
| 6M | +88.4% | -2.7% | +91.1% | +86.5% |
| YTD | +194.1% | -16.3% | +210.4% | +215.7% |
| 1Y | +180.4% | -29.1% | +209.5% | +230.0% |
| 3Y | +59.3% | -7.8% | +67.1% | +47.6% |
| 5Y | +816.3% | +18.7% | +797.5% | +537.2% |
| 10Y | +373.1% | +291.9% | +81.2% | +42.3% |
| All | +353.7% | +484.5% | -130.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling