+362.4%
PCAR vs BRO
+294.2%
+68.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.6% | -7.3% | +5.7% | +1.4% |
| 30D | -6.4% | -6.9% | +0.5% | -3.8% |
| 3M | +4.7% | +10.7% | -6.0% | -0.6% |
| 6M | +4.5% | -2.7% | +7.2% | +4.3% |
| YTD | +13.0% | -16.3% | +29.3% | +19.9% |
| 1Y | +23.6% | -29.1% | +52.7% | +40.6% |
| 3Y | +60.7% | -7.8% | +68.6% | +56.4% |
| 5Y | +164.5% | +18.7% | +145.8% | +116.9% |
| All | +362.4% | +294.2% | +68.2% | +80.4% |
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