+362.6%
PSX vs BRO
+17.6%
+344.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.7% | -7.3% | +9.0% | +2.9% |
| 30D | +15.6% | -6.9% | +22.5% | +16.9% |
| 3M | +46.5% | +10.7% | +35.8% | +43.3% |
| 6M | +55.0% | -2.7% | +57.7% | +55.0% |
| YTD | +105.3% | -16.3% | +121.6% | +111.1% |
| 1Y | +101.6% | -29.1% | +130.7% | +113.8% |
| 3Y | +134.1% | -7.8% | +142.0% | +135.9% |
| All | +362.6% | +17.6% | +344.9% | +313.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling