+83.0%
PL vs BRO
+46.8%
+36.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -9.3% | -2.6% | -6.7% | -8.6% |
| 30D | -18.9% | +0.9% | -19.8% | -19.3% |
| 3M | -58.4% | +24.8% | -83.1% | -62.3% |
| 6M | -30.3% | -0.1% | -30.2% | -30.7% |
| YTD | -8.1% | -9.7% | +1.6% | -5.0% |
| 1Y | +180.5% | -24.5% | +205.0% | +219.0% |
| 3Y | +444.1% | -1.6% | +445.8% | +429.2% |
| 5Y | +83.0% | +25.6% | +57.5% | +61.3% |
| All | +83.0% | +46.8% | +36.2% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling