+164.4%
PR vs BRO
+337.1%
-172.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +6.7% | -5.1% | +11.9% | +7.9% |
| 30D | -6.1% | +10.4% | -16.6% | -8.8% |
| 3M | +6.9% | -0.5% | +7.3% | +6.3% |
| 6M | +14.6% | +27.1% | -12.5% | +6.3% |
| YTD | +66.1% | -10.6% | +76.7% | +68.8% |
| 1Y | +77.0% | -11.1% | +88.2% | +80.0% |
| 3Y | +93.8% | -1.0% | +94.8% | +87.1% |
| 5Y | +268.2% | +13.4% | +254.8% | +235.5% |
| 10Y | +82.3% | +292.5% | -210.2% | +48.7% |
| All | +164.4% | +337.1% | -172.7% | +114.0% |
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