+9.3%
PCG vs BROS
-43.5%
+52.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +1.7% |
| 7D | +2.2% | +6.3% | -4.1% | +1.7% |
| 30D | +0.8% | -8.3% | +9.1% | +1.2% |
| 3M | -23.8% | -29.8% | +6.0% | -22.0% |
| 6M | -19.6% | -25.8% | +6.2% | -18.5% |
| YTD | -16.7% | -41.4% | +24.6% | -14.3% |
| 1Y | -19.4% | -35.2% | +15.8% | -17.8% |
| 3Y | -18.3% | +32.8% | -51.1% | -24.3% |
| All | +9.3% | -43.5% | +52.8% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling