-29.1%
BRO vs PFGC
-10.1%
-19.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.3% | -4.8% | -2.6% | -6.3% |
| 30D | -6.9% | -12.5% | +5.7% | -4.2% |
| 3M | +10.7% | -9.7% | +20.4% | +13.5% |
| 6M | -2.7% | +7.0% | -9.7% | -2.6% |
| YTD | -16.3% | +4.5% | -20.8% | -17.5% |
| 1Y | -29.1% | -11.6% | -17.5% | -24.6% |
| All | -29.1% | -10.1% | -19.0% | -24.6% |
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