+432.6%
PWR vs BROS
+43.3%
+389.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +3.6% | -6.7% | +10.3% | +4.5% |
| 30D | -8.6% | -29.1% | +20.5% | -4.6% |
| 3M | -13.2% | -16.7% | +3.5% | -11.8% |
| 6M | +9.9% | -11.6% | +21.5% | +10.3% |
| YTD | +48.0% | -23.9% | +71.9% | +51.2% |
| 1Y | +66.2% | -34.8% | +101.0% | +72.7% |
| 3Y | +195.1% | +62.1% | +133.0% | +162.2% |
| All | +432.6% | +43.3% | +389.3% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling