+169.5%
PR vs BRO
+341.4%
-171.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +2.9% | -2.6% | +5.5% | +3.6% |
| 30D | +18.0% | +0.9% | +17.1% | +17.7% |
| 3M | +16.9% | +24.8% | -7.9% | +9.6% |
| 6M | +28.2% | -0.1% | +28.3% | +27.3% |
| YTD | +69.3% | -9.7% | +79.0% | +72.5% |
| 1Y | +69.5% | -24.5% | +94.0% | +81.7% |
| 3Y | +81.7% | -1.6% | +83.3% | +76.6% |
| 5Y | +422.2% | +25.6% | +396.7% | +366.5% |
| 10Y | +110.4% | +309.8% | -199.5% | +71.8% |
| All | +169.5% | +341.4% | -171.9% | +118.7% |
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