+3,128.9%
PEP vs BRO
+25,535.5%
-22,406.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | -7.3% | +6.4% | +0.1% |
| 30D | -0.7% | -6.9% | +6.2% | +0.3% |
| 3M | -4.1% | +10.7% | -14.8% | -5.5% |
| 6M | -13.1% | -2.7% | -10.4% | -12.9% |
| YTD | -2.1% | -16.3% | +14.2% | -0.1% |
| 1Y | -1.7% | -29.1% | +27.4% | +2.6% |
| 3Y | -15.1% | -7.8% | -7.3% | -14.8% |
| 5Y | +3.1% | +18.7% | -15.6% | -0.4% |
| 10Y | +78.6% | +291.9% | -213.3% | +52.2% |
| All | +3,128.9% | +25,535.5% | -22,406.5% | +2,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling