+272.7%
PNC vs BRO
+294.2%
-21.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.6% | -7.3% | +6.8% | +3.6% |
| 30D | -4.4% | -6.9% | +2.5% | -0.9% |
| 3M | +5.2% | +10.7% | -5.4% | -2.1% |
| 6M | +20.6% | -2.7% | +23.3% | +20.1% |
| YTD | +19.8% | -16.3% | +36.1% | +29.3% |
| 1Y | +24.4% | -29.1% | +53.5% | +48.0% |
| 3Y | +131.2% | -7.8% | +139.1% | +121.5% |
| 5Y | +53.1% | +18.7% | +34.4% | +14.8% |
| All | +272.7% | +294.2% | -21.5% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling