+18.4%
BROS vs PFGC
+114.7%
-96.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.6% |
| 7D | -6.1% | -4.8% | -1.2% | -3.3% |
| 30D | -12.4% | -17.2% | +4.8% | -2.6% |
| 3M | -27.9% | -6.3% | -21.6% | -25.8% |
| 6M | -16.8% | +8.8% | -25.6% | -21.6% |
| YTD | -29.0% | +4.9% | -34.0% | -32.7% |
| 1Y | -33.2% | -9.5% | -23.7% | -30.8% |
| 3Y | +56.8% | +59.6% | -2.8% | +16.1% |
| All | +18.4% | +114.7% | -96.2% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling