-31.5%
BROS vs PFG
+47.8%
-79.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -6.6% | +3.2% | -9.8% | -8.9% |
| 30D | -12.3% | +0.9% | -13.3% | -13.1% |
| 3M | -22.2% | +7.7% | -29.9% | -27.3% |
| 6M | -14.3% | +29.0% | -43.2% | -30.6% |
| YTD | -26.6% | +32.5% | -59.0% | -40.8% |
| 1Y | -31.5% | +47.3% | -78.8% | -48.9% |
| All | -31.5% | +47.8% | -79.3% | -48.9% |
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