+413.6%
PWR vs BROS
+10.5%
+403.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.6% |
| 7D | +11.3% | +6.3% | +5.0% | +10.3% |
| 30D | -8.9% | -8.3% | -0.5% | -7.8% |
| 3M | -10.5% | -29.8% | +19.3% | -6.4% |
| 6M | -22.2% | -25.8% | +3.7% | -20.0% |
| YTD | +42.7% | -41.4% | +84.1% | +50.9% |
| 1Y | +41.1% | -35.2% | +76.3% | +46.8% |
| 3Y | +242.7% | +32.8% | +210.0% | +213.0% |
| 5Y | +418.5% | -42.2% | +460.7% | +387.6% |
| All | +413.6% | +10.5% | +403.1% | +391.9% |
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