+158.8%
PGR vs BRO
+17.6%
+141.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.6% | -7.3% | +6.7% | +2.9% |
| 30D | +4.9% | -6.9% | +11.8% | +8.4% |
| 3M | +7.6% | +10.7% | -3.0% | +2.8% |
| 6M | +8.3% | -2.7% | +10.9% | +9.2% |
| YTD | +1.7% | -16.3% | +18.1% | +9.2% |
| 1Y | -6.8% | -29.1% | +22.2% | +7.8% |
| 3Y | +73.4% | -7.8% | +81.3% | +79.4% |
| All | +158.8% | +17.6% | +141.1% | +141.4% |
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