+469.4%
PWR vs BRO
+17.6%
+451.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +4.2% | -7.3% | +11.5% | +5.2% |
| 30D | -4.0% | -6.9% | +2.8% | -3.3% |
| 3M | -4.8% | +10.7% | -15.4% | -8.3% |
| 6M | +14.6% | -2.7% | +17.3% | +14.1% |
| YTD | +54.2% | -16.3% | +70.6% | +60.3% |
| 1Y | +67.1% | -29.1% | +96.2% | +84.5% |
| 3Y | +218.5% | -7.8% | +226.3% | +200.3% |
| All | +469.4% | +17.6% | +451.8% | +359.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling