+22.6%
BROS vs PFGC
+117.6%
-95.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -6.6% | -3.7% | -2.9% | -4.5% |
| 30D | -12.3% | -16.0% | +3.6% | -3.5% |
| 3M | -22.2% | -4.1% | -18.1% | -20.9% |
| 6M | -14.3% | +8.7% | -23.0% | -19.2% |
| YTD | -26.6% | +6.4% | -32.9% | -30.8% |
| 1Y | -31.5% | -8.4% | -23.1% | -29.5% |
| 3Y | +62.3% | +61.8% | +0.5% | +19.3% |
| All | +22.6% | +117.6% | -95.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling