+68.6%
PL vs BRO
+36.4%
+32.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -9.0% | -8.6% | -0.5% | -6.5% |
| 30D | -29.6% | -6.9% | -22.6% | -28.2% |
| 3M | -45.7% | +10.5% | -56.1% | -48.5% |
| 6M | -34.3% | -2.8% | -31.5% | -34.5% |
| YTD | -15.4% | -16.1% | +0.8% | -10.5% |
| 1Y | +86.1% | -27.6% | +113.7% | +112.6% |
| 3Y | +509.1% | -7.3% | +516.4% | +501.2% |
| 5Y | +68.3% | +19.0% | +49.3% | +51.6% |
| All | +68.6% | +36.4% | +32.2% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling