+85.5%
PR vs BRO
-6.1%
+91.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.8% | +1.3% |
| 7D | -0.6% | -5.4% | +4.8% | -0.5% |
| 30D | +17.4% | -4.3% | +21.7% | +17.4% |
| 3M | +21.8% | +17.8% | +3.9% | +20.6% |
| 6M | +27.6% | -6.8% | +34.3% | +28.9% |
| YTD | +71.4% | -13.8% | +85.2% | +74.3% |
| 1Y | +78.3% | -27.8% | +106.1% | +85.8% |
| 3Y | +85.5% | -4.7% | +90.2% | +98.1% |
| All | +85.5% | -6.1% | +91.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling