+37.1%
PCG vs BROS
+8.6%
+28.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.8% |
| 7D | -0.5% | -19.0% | +18.6% | +0.6% |
| 30D | +0.8% | -7.3% | +8.0% | +1.0% |
| 3M | -22.0% | -31.2% | +9.2% | -20.6% |
| 6M | -17.1% | -33.0% | +16.0% | -15.7% |
| YTD | -16.9% | -42.4% | +25.5% | -15.0% |
| 1Y | -19.1% | -37.7% | +18.7% | -17.7% |
| 3Y | -19.4% | +28.2% | -47.6% | -22.9% |
| 5Y | +9.0% | -43.4% | +52.4% | +3.4% |
| All | +37.1% | +8.6% | +28.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling