+72.7%
PL vs BRO
+17.6%
+55.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.6% |
| 7D | -13.9% | -7.6% | -6.2% | -11.7% |
| 30D | -25.5% | -6.9% | -18.6% | -23.9% |
| 3M | -44.8% | +12.8% | -57.6% | -48.1% |
| 6M | -33.3% | -5.9% | -27.5% | -32.5% |
| YTD | -12.7% | -15.9% | +3.2% | -7.5% |
| 1Y | +90.9% | -28.1% | +119.0% | +120.1% |
| 3Y | +528.5% | -7.0% | +535.5% | +517.3% |
| 5Y | +72.7% | +18.0% | +54.7% | +54.1% |
| All | +72.7% | +17.6% | +55.1% | +54.1% |
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 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