+41.1%
PWR vs BROS
-37.3%
+78.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.6% |
| 7D | +11.3% | +6.3% | +5.0% | +10.4% |
| 30D | -8.9% | -8.3% | -0.5% | -7.1% |
| 3M | -10.5% | -29.8% | +19.3% | -7.4% |
| 6M | -22.2% | -25.8% | +3.7% | -21.9% |
| YTD | +42.7% | -41.4% | +84.1% | +44.8% |
| 1Y | +41.1% | -35.2% | +76.3% | +43.1% |
| All | +41.1% | -37.3% | +78.4% | +43.1% |
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 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