+37.4%
PEG vs BRO
+17.6%
+19.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -7.3% | +6.4% | +0.8% |
| 30D | -3.7% | -6.9% | +3.1% | -2.3% |
| 3M | -7.3% | +10.7% | -17.9% | -10.0% |
| 6M | -10.5% | -2.7% | -7.8% | -10.5% |
| YTD | -7.5% | -16.3% | +8.8% | -4.1% |
| 1Y | -8.7% | -29.1% | +20.4% | -0.7% |
| 3Y | +31.4% | -7.8% | +39.2% | +29.9% |
| All | +37.4% | +17.6% | +19.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling