+46.9%
PM vs BRO
-3.8%
+50.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.0% |
| 7D | +4.3% | +12.2% | -7.9% | +2.5% |
| 30D | +11.5% | +21.3% | -9.8% | +8.3% |
| 3M | +13.0% | +4.1% | +9.0% | +12.2% |
| 6M | +25.9% | +28.9% | -3.0% | +22.9% |
| YTD | +34.0% | -6.6% | +40.6% | +34.7% |
| 1Y | +46.9% | -5.6% | +52.4% | +46.8% |
| All | +46.9% | -3.8% | +50.7% | +46.8% |
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