-2.1%
BROS vs PFG
+107.6%
-109.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.1% |
| 7D | +6.3% | +2.4% | +3.9% | +4.7% |
| 30D | -8.3% | +5.9% | -14.2% | -11.2% |
| 3M | -29.8% | -0.4% | -29.3% | -29.5% |
| 6M | -25.8% | +14.8% | -40.7% | -32.9% |
| YTD | -41.4% | +31.9% | -73.3% | -51.6% |
| 1Y | -35.2% | +38.8% | -74.0% | -48.3% |
| 3Y | +32.8% | +82.4% | -49.6% | -12.4% |
| 5Y | -42.2% | +94.7% | -136.9% | -60.0% |
| All | -2.1% | +107.6% | -109.7% | -23.6% |
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