+167.7%
PR vs BRO
+345.6%
-178.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +0.8% |
| 7D | +6.0% | -0.3% | +6.2% | +6.0% |
| 30D | -4.2% | +11.3% | -15.5% | -7.0% |
| 3M | +10.0% | +0.7% | +9.3% | +9.2% |
| 6M | +15.6% | +32.9% | -17.3% | +6.0% |
| YTD | +68.2% | -8.8% | +77.0% | +70.1% |
| 1Y | +79.2% | -9.2% | +88.4% | +81.3% |
| 3Y | +94.9% | +0.1% | +94.8% | +87.9% |
| 5Y | +272.8% | +15.6% | +257.1% | +238.1% |
| 10Y | +84.6% | +300.2% | -215.6% | +49.9% |
| All | +167.7% | +345.6% | -178.0% | +115.6% |
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