-2.1%
BROS vs PFGC
+152.9%
-155.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +5.9% |
| 7D | +6.3% | +3.4% | +2.9% | +4.5% |
| 30D | -8.3% | +16.9% | -25.3% | -16.6% |
| 3M | -29.8% | +6.4% | -36.2% | -32.6% |
| 6M | -25.8% | +16.0% | -41.8% | -32.8% |
| YTD | -41.4% | +23.6% | -65.0% | -49.6% |
| 1Y | -35.2% | +16.6% | -51.8% | -42.2% |
| 3Y | +32.8% | +82.3% | -49.5% | -9.2% |
| 5Y | -42.2% | +138.7% | -180.9% | -67.8% |
| All | -2.1% | +152.9% | -155.1% | -41.1% |
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