+2,521.4%
PWR vs BRO
+294.2%
+2,227.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +4.2% | -7.3% | +11.5% | +7.1% |
| 30D | -4.0% | -6.9% | +2.8% | -1.9% |
| 3M | -4.8% | +10.7% | -15.4% | -11.1% |
| 6M | +14.6% | -2.7% | +17.3% | +12.3% |
| YTD | +54.2% | -16.3% | +70.6% | +61.2% |
| 1Y | +67.1% | -29.1% | +96.2% | +89.3% |
| 3Y | +218.5% | -7.8% | +226.3% | +197.0% |
| 5Y | +466.3% | +18.7% | +447.5% | +333.9% |
| All | +2,521.4% | +294.2% | +2,227.2% | +836.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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