+778.2%
PM vs BRO
+862.8%
-84.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.3% |
| 7D | -1.2% | -7.6% | +6.5% | +1.4% |
| 30D | -0.2% | -6.9% | +6.7% | +2.2% |
| 3M | +4.9% | +12.8% | -7.9% | +0.3% |
| 6M | +9.0% | -5.9% | +14.9% | +10.3% |
| YTD | +17.8% | -15.9% | +33.7% | +23.4% |
| 1Y | +16.8% | -28.1% | +44.9% | +29.0% |
| 3Y | +125.4% | -7.0% | +132.4% | +123.3% |
| 5Y | +128.7% | +18.0% | +110.7% | +101.5% |
| 10Y | +211.8% | +293.9% | -82.1% | +75.1% |
| All | +778.2% | +862.8% | -84.6% | +251.7% |
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