+75.3%
PEP vs BRO
+294.2%
-219.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | -7.3% | +6.4% | +1.8% |
| 30D | -0.7% | -6.9% | +6.2% | +1.9% |
| 3M | -4.1% | +10.7% | -14.8% | -7.9% |
| 6M | -13.1% | -2.7% | -10.4% | -12.8% |
| YTD | -2.1% | -16.3% | +14.2% | +3.4% |
| 1Y | -1.7% | -29.1% | +27.4% | +10.5% |
| 3Y | -15.1% | -7.8% | -7.3% | -16.3% |
| 5Y | +3.1% | +18.7% | -15.6% | -12.2% |
| All | +75.3% | +294.2% | -219.0% | +12.6% |
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