+434.8%
PWR vs BROS
+38.3%
+396.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | +2.7% | -6.6% | +9.2% | +3.6% |
| 30D | -5.1% | -12.3% | +7.2% | -3.6% |
| 3M | -9.4% | -22.2% | +12.8% | -7.1% |
| 6M | +10.4% | -14.3% | +24.7% | +11.3% |
| YTD | +48.6% | -26.6% | +75.2% | +52.5% |
| 1Y | +68.0% | -31.5% | +99.5% | +73.4% |
| 3Y | +204.7% | +62.3% | +142.5% | +170.8% |
| All | +434.8% | +38.3% | +396.4% | +397.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling