+2,090.1%
PPL vs BRO
+27,561.0%
-25,470.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.7% | -2.6% | +5.2% | +3.1% |
| 30D | +0.5% | +0.9% | -0.4% | +0.3% |
| 3M | +0.7% | +24.8% | -24.1% | -3.0% |
| 6M | -7.6% | -0.1% | -7.5% | -8.0% |
| YTD | +1.8% | -9.7% | +11.5% | +2.9% |
| 1Y | -0.8% | -24.5% | +23.7% | +3.1% |
| 3Y | +56.9% | -1.6% | +58.5% | +55.9% |
| 5Y | +39.5% | +25.6% | +13.9% | +32.6% |
| 10Y | +55.4% | +309.8% | -254.4% | +27.7% |
| All | +2,090.1% | +27,561.0% | -25,470.9% | +1,445.2% |
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 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