+135.3%
PM vs BRO
+17.6%
+117.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +4.7% | -7.3% | +12.0% | +6.2% |
| 30D | +2.6% | -6.9% | +9.5% | +4.0% |
| 3M | +6.6% | +10.7% | -4.1% | +4.4% |
| 6M | +16.5% | -2.7% | +19.2% | +16.7% |
| YTD | +21.2% | -16.3% | +37.5% | +25.0% |
| 1Y | +17.9% | -29.1% | +47.0% | +26.0% |
| 3Y | +129.8% | -7.8% | +137.7% | +131.2% |
| All | +135.3% | +17.6% | +117.6% | +108.1% |
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