+255.5%
PR vs BRO
+17.3%
+238.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | -0.5% | -3.4% | +2.9% | +0.3% |
| 30D | -4.6% | +12.4% | -17.1% | -7.9% |
| 3M | +4.7% | +0.4% | +4.3% | +3.9% |
| 6M | +12.4% | +29.6% | -17.2% | +2.6% |
| YTD | +62.9% | -9.5% | +72.4% | +66.5% |
| 1Y | +70.6% | -9.9% | +80.5% | +74.5% |
| 3Y | +90.0% | +0.2% | +89.8% | +76.5% |
| 5Y | +255.5% | +16.3% | +239.3% | +161.8% |
| All | +255.5% | +17.3% | +238.2% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling