+23.6%
PCAR vs BRO
-27.7%
+51.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.6% | -7.3% | +5.7% | -1.3% |
| 30D | -6.4% | -6.9% | +0.5% | -6.1% |
| 3M | +4.7% | +10.7% | -6.0% | +4.4% |
| 6M | +4.5% | -2.7% | +7.2% | +5.1% |
| YTD | +13.0% | -16.3% | +29.3% | +15.1% |
| 1Y | +23.6% | -29.1% | +52.7% | +26.1% |
| All | +23.6% | -27.7% | +51.3% | +26.1% |
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