-21.0%
PCG vs BROS
+25.7%
-46.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -1.6% | -21.2% | +19.6% | -0.6% |
| 30D | +1.4% | -11.6% | +13.0% | +1.9% |
| 3M | -23.4% | -36.7% | +13.3% | -21.8% |
| 6M | -19.4% | -42.8% | +23.4% | -17.6% |
| YTD | -18.5% | -44.8% | +26.3% | -16.7% |
| 1Y | -19.5% | -36.5% | +17.0% | -18.5% |
| 3Y | -21.0% | +27.0% | -47.9% | -25.4% |
| All | -21.0% | +25.7% | -46.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling