+27.0%
BROS vs PFG
+113.3%
-86.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.8% |
| 7D | -6.7% | +5.5% | -12.2% | -10.4% |
| 30D | -29.1% | +2.4% | -31.4% | -30.5% |
| 3M | -16.7% | +13.6% | -30.3% | -24.4% |
| 6M | -11.6% | +27.9% | -39.5% | -25.9% |
| YTD | -23.9% | +35.6% | -59.5% | -38.7% |
| 1Y | -34.8% | +48.5% | -83.3% | -50.7% |
| 3Y | +62.1% | +66.9% | -4.8% | +12.5% |
| All | +27.0% | +113.3% | -86.3% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling