+52.9%
PCG vs BROS
+41.2%
+11.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | +5.4% | -0.9% | +6.3% | +5.4% |
| 30D | -15.1% | -13.5% | -1.7% | -14.5% |
| 3M | -9.8% | -18.4% | +8.6% | -9.0% |
| 6M | -18.0% | -10.6% | -7.4% | -17.9% |
| YTD | -7.2% | -25.1% | +17.8% | -6.3% |
| 1Y | +2.9% | -28.6% | +31.5% | +4.1% |
| 3Y | -11.1% | +65.6% | -76.7% | -16.0% |
| All | +52.9% | +41.2% | +11.8% | +52.8% |
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