+27.2%
PNC vs BRO
-4.7%
+31.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -2.9% |
| 7D | -2.2% | +9.9% | -12.1% | -3.2% |
| 30D | +3.9% | +22.3% | -18.4% | +1.5% |
| 3M | -10.4% | +5.3% | -15.7% | -11.1% |
| 6M | +4.1% | +30.3% | -26.3% | -0.2% |
| YTD | +12.2% | -5.7% | +17.9% | +11.0% |
| 1Y | +27.2% | -3.5% | +30.7% | +25.2% |
| All | +27.2% | -4.7% | +31.8% | +25.2% |
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