+97.5%
PR vs BRO
+294.2%
-196.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.8% | -7.3% | +9.1% | +3.7% |
| 30D | +10.9% | -6.9% | +17.7% | +12.7% |
| 3M | +24.5% | +10.7% | +13.9% | +20.3% |
| 6M | +25.0% | -2.7% | +27.7% | +24.7% |
| YTD | +72.4% | -16.3% | +88.7% | +78.9% |
| 1Y | +77.2% | -29.1% | +106.3% | +93.2% |
| 3Y | +90.5% | -7.8% | +98.3% | +87.7% |
| 5Y | +423.5% | +18.7% | +404.8% | +371.8% |
| All | +97.5% | +294.2% | -196.7% | +53.4% |
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