+378.1%
PSX vs BRO
+294.2%
+83.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.7% | -7.3% | +9.0% | +4.8% |
| 30D | +15.6% | -6.9% | +22.5% | +18.7% |
| 3M | +46.5% | +10.7% | +35.8% | +38.9% |
| 6M | +55.0% | -2.7% | +57.7% | +54.4% |
| YTD | +105.3% | -16.3% | +121.6% | +117.9% |
| 1Y | +101.6% | -29.1% | +130.7% | +129.8% |
| 3Y | +134.1% | -7.8% | +142.0% | +127.0% |
| 5Y | +368.7% | +18.7% | +350.0% | +267.6% |
| All | +378.1% | +294.2% | +83.9% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling