+42,231.2%
PGR vs BRO
+25,535.4%
+16,695.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | -7.3% | +6.7% | +1.3% |
| 30D | +4.9% | -6.9% | +11.8% | +6.8% |
| 3M | +7.6% | +10.7% | -3.0% | +5.0% |
| 6M | +8.3% | -2.7% | +10.9% | +8.9% |
| YTD | +1.7% | -16.3% | +18.1% | +5.9% |
| 1Y | -6.8% | -29.1% | +22.2% | +1.0% |
| 3Y | +73.4% | -7.8% | +81.3% | +76.3% |
| 5Y | +161.2% | +18.7% | +142.5% | +148.6% |
| 10Y | +819.5% | +291.9% | +527.6% | +581.0% |
| All | +42,231.2% | +25,535.4% | +16,695.7% | +26,722.9% |
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