-4.6%
BROS vs PFG
+109.7%
-114.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | 0.0% |
| 7D | -20.4% | -2.2% | -18.2% | -18.6% |
| 30D | -6.1% | +6.4% | -12.4% | -9.3% |
| 3M | -29.4% | +2.2% | -31.6% | -30.4% |
| 6M | -31.5% | +16.3% | -47.8% | -38.6% |
| YTD | -42.8% | +33.2% | -76.1% | -53.1% |
| 1Y | -37.5% | +40.6% | -78.1% | -50.6% |
| 3Y | +27.2% | +83.3% | -56.2% | -16.5% |
| 5Y | -47.0% | +97.7% | -144.7% | -63.4% |
| All | -4.6% | +109.7% | -114.2% | -26.1% |
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 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