+27.0%
BROS vs PFGC
+124.4%
-97.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -6.7% | -2.2% | -4.5% | -5.5% |
| 30D | -29.1% | -11.9% | -17.1% | -24.2% |
| 3M | -16.7% | +5.0% | -21.7% | -19.8% |
| 6M | -11.6% | +8.6% | -20.2% | -16.6% |
| YTD | -23.9% | +9.7% | -33.6% | -29.6% |
| 1Y | -34.8% | -6.3% | -28.5% | -33.7% |
| 3Y | +62.1% | +58.2% | +3.9% | +20.6% |
| All | +27.0% | +124.4% | -97.4% | -17.8% |
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