+1,128.3%
PSX vs BRO
+550.4%
+577.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +1.5% | -8.6% | +10.1% | +5.4% |
| 30D | +15.8% | -6.9% | +22.8% | +19.2% |
| 3M | +43.0% | +10.5% | +32.5% | +35.4% |
| 6M | +61.1% | -2.8% | +63.9% | +60.4% |
| YTD | +104.5% | -16.1% | +120.7% | +117.2% |
| 1Y | +102.5% | -27.6% | +130.1% | +129.4% |
| 3Y | +133.5% | -7.3% | +140.8% | +126.1% |
| 5Y | +367.0% | +19.0% | +348.0% | +270.5% |
| 10Y | +382.3% | +292.7% | +89.6% | +94.9% |
| All | +1,128.3% | +550.4% | +577.9% | +323.5% |
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