+550.0%
PL vs BRO
-6.1%
+556.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.1% |
| 7D | -7.5% | -5.4% | -2.2% | -6.8% |
| 30D | -25.6% | -4.3% | -21.2% | -25.2% |
| 3M | -45.6% | +17.8% | -63.4% | -48.3% |
| 6M | -29.5% | -6.8% | -22.8% | -26.6% |
| YTD | -9.7% | -13.8% | +4.1% | -3.1% |
| 1Y | +84.4% | -27.8% | +112.2% | +118.4% |
| 3Y | +550.0% | -4.7% | +554.7% | +503.1% |
| All | +550.0% | -6.1% | +556.1% | +503.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling