+101.8%
PCG vs BRO
+25,589.7%
-25,487.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.5% | -8.6% | +9.1% | +1.9% |
| 30D | -18.9% | -6.9% | -12.0% | -18.0% |
| 3M | -15.8% | +10.5% | -26.3% | -17.3% |
| 6M | -22.6% | -2.8% | -19.8% | -22.5% |
| YTD | -12.2% | -16.1% | +4.0% | -10.2% |
| 1Y | -7.1% | -27.6% | +20.5% | -2.9% |
| 3Y | -15.8% | -7.3% | -8.5% | -15.6% |
| 5Y | +53.3% | +19.0% | +34.3% | +47.4% |
| 10Y | -75.6% | +292.7% | -368.3% | -79.3% |
| All | +101.8% | +25,589.7% | -25,487.8% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling