+21.0%
PL vs BRO
-9.4%
+30.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | +0.4% |
| 7D | +10.0% | -0.3% | +10.3% | +10.0% |
| 30D | -2.3% | +11.3% | -13.6% | +3.5% |
| 3M | -44.2% | +0.7% | -44.9% | -42.6% |
| 6M | -66.1% | +32.9% | -99.0% | -62.3% |
| YTD | -30.0% | -8.8% | -21.1% | -17.5% |
| 1Y | +21.0% | -9.2% | +30.3% | +43.0% |
| All | +21.0% | -9.4% | +30.4% | +43.0% |
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