+32.4%
PWR vs PBR
+74.7%
-42.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -7.0% | -4.7% | -11.0% |
| 7D | -4.4% | -11.0% | +6.6% | -3.4% |
| 30D | -15.1% | -18.8% | +3.7% | -14.2% |
| 3M | -16.2% | +7.8% | -24.1% | -18.6% |
| 6M | -23.3% | -7.6% | -15.8% | -24.1% |
| YTD | +37.6% | +72.7% | -35.0% | +22.8% |
| 1Y | +32.4% | +72.9% | -40.5% | +18.0% |
| All | +32.4% | +74.7% | -42.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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