-5.3%
BRO vs PFGC
+12.5%
-17.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +13.5% | -9.1% | +1.2% |
| 7D | +12.4% | +13.9% | -1.4% | +8.9% |
| 30D | +21.6% | +18.4% | +3.2% | +16.9% |
| 3M | +4.3% | -2.5% | +6.9% | +4.0% |
| 6M | +29.2% | +26.0% | +3.2% | +25.3% |
| YTD | -6.4% | +21.9% | -28.2% | -10.8% |
| 1Y | -5.3% | +13.4% | -18.7% | -7.4% |
| All | -5.3% | +12.5% | -17.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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