+30.1%
PCAR vs BRO
-24.4%
+54.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | -6.2% | +0.9% | -7.1% | -6.2% |
| 3M | +5.9% | +24.8% | -18.9% | +4.8% |
| 6M | +0.4% | -0.1% | +0.5% | +0.9% |
| YTD | +14.8% | -9.7% | +24.5% | +16.9% |
| 1Y | +30.1% | -24.5% | +54.6% | +34.7% |
| All | +30.1% | -24.4% | +54.5% | +34.7% |
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