+54.1%
PPL vs BRO
+294.2%
-240.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.1% | -7.3% | +5.2% | +0.8% |
| 30D | -3.1% | -6.9% | +3.8% | -0.5% |
| 3M | -3.1% | +10.7% | -13.8% | -7.7% |
| 6M | -8.0% | -2.7% | -5.3% | -8.1% |
| YTD | -0.3% | -16.3% | +16.0% | +5.5% |
| 1Y | -2.2% | -29.1% | +26.9% | +11.0% |
| 3Y | +50.4% | -7.8% | +58.2% | +48.5% |
| 5Y | +36.9% | +18.7% | +18.1% | +13.9% |
| All | +54.1% | +294.2% | -240.2% | -3.3% |
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