+143.4%
PEG vs BRO
+294.2%
-150.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.9% | -7.3% | +6.4% | +1.7% |
| 30D | -3.7% | -6.9% | +3.1% | -1.5% |
| 3M | -7.3% | +10.7% | -17.9% | -11.4% |
| 6M | -10.5% | -2.7% | -7.8% | -10.7% |
| YTD | -7.5% | -16.3% | +8.8% | -2.8% |
| 1Y | -8.7% | -29.1% | +20.4% | +2.3% |
| 3Y | +31.4% | -7.8% | +39.2% | +28.7% |
| 5Y | +37.8% | +18.7% | +19.0% | +16.2% |
| All | +143.4% | +294.2% | -150.9% | +52.5% |
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 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