+32.9%
PL vs BRO
+14.1%
+18.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +22.3% | -5.1% | +27.4% | +23.5% |
| 30D | -8.3% | +10.4% | -18.7% | -11.6% |
| 3M | -43.3% | -0.5% | -42.8% | -43.8% |
| 6M | -65.8% | +27.1% | -92.9% | -69.8% |
| YTD | -29.5% | -10.6% | -18.9% | -27.3% |
| 1Y | +11.7% | -11.1% | +22.9% | +15.8% |
| 3Y | +540.6% | -1.0% | +541.5% | +508.4% |
| 5Y | +32.9% | +13.4% | +19.5% | +7.0% |
| All | +32.9% | +14.1% | +18.8% | +7.0% |
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 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