-11.3%
PCG vs BRO
-27.7%
+16.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.5% | -7.3% | +3.8% | -2.6% |
| 30D | -20.6% | -6.9% | -13.7% | -19.8% |
| 3M | -17.6% | +10.7% | -28.2% | -18.9% |
| 6M | -23.5% | -2.7% | -20.8% | -23.0% |
| YTD | -13.6% | -16.3% | +2.7% | -10.5% |
| 1Y | -11.3% | -29.1% | +17.7% | -4.7% |
| All | -11.3% | -27.7% | +16.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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