-33.2%
BROS vs PFGC
-9.2%
-24.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.9% |
| 7D | -6.1% | -4.8% | -1.2% | -4.3% |
| 30D | -12.4% | -17.2% | +4.8% | -6.3% |
| 3M | -27.9% | -6.3% | -21.6% | -27.2% |
| 6M | -16.8% | +8.8% | -25.6% | -20.9% |
| YTD | -29.0% | +4.9% | -34.0% | -32.7% |
| 1Y | -33.2% | -9.5% | -23.7% | -32.7% |
| All | -33.2% | -9.2% | -24.0% | -32.7% |
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