+427.8%
PWR vs BROS
+33.7%
+394.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.9% |
| 7D | -0.2% | -6.1% | +5.8% | +0.6% |
| 30D | -7.7% | -12.4% | +4.6% | -6.2% |
| 3M | -4.9% | -27.9% | +23.0% | -1.5% |
| 6M | +9.7% | -16.8% | +26.5% | +11.0% |
| YTD | +46.7% | -29.0% | +75.7% | +51.2% |
| 1Y | +58.7% | -33.2% | +91.9% | +64.4% |
| 3Y | +200.7% | +56.8% | +144.0% | +168.5% |
| All | +427.8% | +33.7% | +394.1% | +393.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling