+212.8%
PWR vs BROS
+66.2%
+146.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +4.5% | -0.9% | +5.5% | +4.6% |
| 30D | -4.9% | -13.5% | +8.6% | -3.1% |
| 3M | -7.9% | -18.4% | +10.6% | -6.2% |
| 6M | +18.3% | -10.6% | +28.9% | +18.3% |
| YTD | +51.5% | -25.1% | +76.6% | +55.0% |
| 1Y | +70.3% | -28.6% | +99.0% | +75.0% |
| All | +212.8% | +66.2% | +146.6% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling