+419.0%
PR vs BRO
+17.6%
+401.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -0.8% | -7.6% | +6.8% | +1.2% |
| 30D | +11.3% | -6.9% | +18.1% | +13.2% |
| 3M | +24.1% | +12.8% | +11.3% | +18.6% |
| 6M | +25.4% | -5.9% | +31.2% | +26.7% |
| YTD | +71.2% | -15.9% | +87.1% | +79.2% |
| 1Y | +78.6% | -28.1% | +106.8% | +98.2% |
| 3Y | +85.2% | -7.0% | +92.3% | +76.7% |
| 5Y | +419.0% | +18.0% | +401.0% | +314.9% |
| All | +419.0% | +17.6% | +401.4% | +314.9% |
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