+19.7%
BROS vs PFG
+112.4%
-92.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | -5.8% | -0.4% | -5.3% | -5.5% |
| 30D | -14.0% | +2.9% | -16.8% | -16.0% |
| 3M | -32.5% | +6.7% | -39.2% | -36.0% |
| 6M | -14.9% | +33.8% | -48.7% | -30.8% |
| YTD | -28.3% | +35.0% | -63.3% | -42.0% |
| 1Y | -34.0% | +46.4% | -80.4% | -49.7% |
| 3Y | +63.0% | +71.7% | -8.7% | +11.0% |
| All | +19.7% | +112.4% | -92.7% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling