+4.7%
PSA vs BRO
-27.7%
+32.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -1.8% | -7.3% | +5.5% | -0.2% |
| 30D | -8.4% | -6.9% | -1.5% | -7.0% |
| 3M | -7.8% | +10.7% | -18.5% | -8.8% |
| 6M | +0.8% | -2.7% | +3.5% | +1.6% |
| YTD | +16.5% | -16.3% | +32.8% | +20.4% |
| 1Y | +4.7% | -29.1% | +33.8% | +7.2% |
| All | +4.7% | -27.7% | +32.5% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling