-35.2%
BROS vs PFG
+37.6%
-72.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.1% |
| 7D | +6.3% | +2.4% | +3.9% | +4.5% |
| 30D | -8.3% | +5.9% | -14.2% | -10.6% |
| 3M | -29.8% | -0.4% | -29.3% | -28.9% |
| 6M | -25.8% | +14.8% | -40.7% | -35.0% |
| YTD | -41.4% | +31.9% | -73.3% | -53.7% |
| 1Y | -35.2% | +38.8% | -74.0% | -51.1% |
| All | -35.2% | +37.6% | -72.8% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling