+25.1%
BROS vs PFG
+110.3%
-85.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.6% |
| 7D | -0.9% | +6.0% | -6.9% | -5.2% |
| 30D | -13.5% | +2.2% | -15.7% | -15.1% |
| 3M | -18.4% | +10.4% | -28.8% | -24.4% |
| 6M | -10.6% | +27.8% | -38.4% | -25.0% |
| YTD | -25.1% | +33.6% | -58.7% | -39.0% |
| 1Y | -28.6% | +49.3% | -77.9% | -46.3% |
| 3Y | +65.6% | +69.7% | -4.2% | +13.6% |
| All | +25.1% | +110.3% | -85.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling