+218.5%
PWR vs BRKR
-11.8%
+230.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +4.2% | -8.7% | +12.9% | +5.8% |
| 30D | -4.0% | -9.9% | +5.8% | -2.4% |
| 3M | -4.8% | -3.1% | -1.7% | -5.3% |
| 6M | +14.6% | +45.5% | -30.9% | +4.5% |
| YTD | +54.2% | +13.7% | +40.6% | +46.4% |
| 1Y | +67.1% | +67.4% | -0.3% | +45.8% |
| 3Y | +218.5% | -13.2% | +231.7% | +223.2% |
| All | +218.5% | -11.8% | +230.2% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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