+17.9%
PG vs BRO
-4.7%
+22.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +4.1% | +9.9% | -5.9% | +2.1% |
| 30D | +13.3% | +22.3% | -9.0% | +9.4% |
| 3M | +14.6% | +5.3% | +9.2% | +13.3% |
| 6M | +17.0% | +30.3% | -13.4% | +12.1% |
| YTD | +20.0% | -5.7% | +25.7% | +21.3% |
| 1Y | +17.9% | -3.5% | +21.4% | +17.6% |
| All | +17.9% | -4.7% | +22.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling