+1,059.4%
BRO vs PFG
+1,010.4%
+49.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -6.9% | +2.9% | -9.7% | -7.7% |
| 3M | +10.7% | +6.7% | +4.0% | +8.6% |
| 6M | -2.7% | +33.8% | -36.5% | -10.4% |
| YTD | -16.3% | +35.0% | -51.3% | -23.2% |
| 1Y | -29.1% | +46.4% | -75.5% | -36.6% |
| 3Y | -7.8% | +71.7% | -79.5% | -22.1% |
| 5Y | +18.7% | +113.7% | -95.0% | -6.3% |
| 10Y | +291.9% | +247.8% | +44.1% | +158.2% |
| All | +1,059.4% | +1,010.4% | +49.0% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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