-19.0%
PFE vs BRO
+17.6%
-36.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.6% | -7.3% | +4.8% | -1.2% |
| 30D | +5.4% | -6.9% | +12.2% | +6.7% |
| 3M | +7.8% | +10.7% | -2.9% | +5.6% |
| 6M | +5.0% | -2.7% | +7.7% | +5.2% |
| YTD | +17.1% | -16.3% | +33.4% | +20.5% |
| 1Y | +19.3% | -29.1% | +48.4% | +27.0% |
| 3Y | -0.9% | -7.8% | +6.9% | -1.3% |
| All | -19.0% | +17.6% | -36.6% | -24.2% |
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