+65.6%
BROS vs PFGC
+63.1%
+2.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.5% |
| 30D | -13.5% | -15.8% | +2.3% | -4.6% |
| 3M | -18.4% | -0.6% | -17.8% | -19.1% |
| 6M | -10.6% | +10.7% | -21.3% | -17.2% |
| YTD | -25.1% | +7.6% | -32.7% | -30.7% |
| 1Y | -28.6% | -7.8% | -20.8% | -26.5% |
| 3Y | +65.6% | +63.7% | +1.9% | +19.0% |
| All | +65.6% | +63.1% | +2.5% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling