-35.2%
BROS vs PFGC
+15.6%
-50.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.1% |
| 7D | +6.3% | +3.4% | +2.9% | +5.2% |
| 30D | -8.3% | +16.9% | -25.3% | -13.4% |
| 3M | -29.8% | +6.4% | -36.2% | -31.3% |
| 6M | -25.8% | +16.0% | -41.8% | -30.8% |
| YTD | -41.4% | +23.6% | -65.0% | -47.5% |
| 1Y | -35.2% | +16.6% | -51.8% | -38.7% |
| All | -35.2% | +15.6% | -50.7% | -38.7% |
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