+67.1%
PWR vs BROS
-32.8%
+99.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +5.1% |
| 7D | +4.2% | -5.8% | +9.9% | +4.6% |
| 30D | -4.0% | -14.0% | +9.9% | -3.1% |
| 3M | -4.8% | -32.5% | +27.7% | -2.6% |
| 6M | +14.6% | -14.9% | +29.5% | +13.9% |
| YTD | +54.2% | -28.3% | +82.5% | +54.5% |
| 1Y | +67.1% | -34.0% | +101.1% | +62.0% |
| All | +67.1% | -32.8% | +99.9% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling