-20.3%
BROS vs PFGC
+12.5%
-32.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.5% | -12.6% | -3.4% |
| 7D | +2.5% | +13.9% | -11.4% | -2.1% |
| 30D | +15.1% | +18.4% | -3.3% | +8.4% |
| 3M | -31.4% | -2.5% | -28.9% | -31.1% |
| 6M | -22.6% | +26.0% | -48.6% | -29.9% |
| YTD | -28.1% | +21.9% | -50.0% | -35.1% |
| 1Y | -20.3% | +13.4% | -33.6% | -24.3% |
| All | -20.3% | +12.5% | -32.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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