-3.8%
BROS vs PFGC
+152.6%
-156.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -19.0% | +15.0% | -34.0% | -25.5% |
| 30D | -7.3% | +17.0% | -24.2% | -15.6% |
| 3M | -31.2% | -2.5% | -28.7% | -30.8% |
| 6M | -33.0% | +19.2% | -52.2% | -40.4% |
| YTD | -42.4% | +23.4% | -65.8% | -50.4% |
| 1Y | -37.7% | +13.9% | -51.6% | -43.7% |
| 3Y | +28.2% | +82.0% | -53.8% | -12.3% |
| 5Y | -43.4% | +128.7% | -172.0% | -69.4% |
| All | -3.8% | +152.6% | -156.3% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling