-19.6%
PCG vs BROS
-34.1%
+14.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.6% | -5.3% | +1.1% |
| 7D | -1.1% | -17.9% | +16.9% | -0.7% |
| 30D | +0.1% | -5.4% | +5.4% | +0.3% |
| 3M | -24.4% | -32.1% | +7.6% | -23.7% |
| 6M | -17.7% | -31.7% | +14.0% | -17.1% |
| YTD | -17.4% | -41.2% | +23.8% | -17.3% |
| All | -19.6% | -34.1% | +14.4% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling