+218.5%
PWR vs PBR
+99.7%
+118.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +6.0% | +5.3% |
| 7D | +4.2% | +5.4% | -1.2% | +3.2% |
| 30D | -4.0% | +22.9% | -26.9% | -7.7% |
| 3M | -4.8% | +19.6% | -24.4% | -8.0% |
| 6M | +14.6% | +16.5% | -1.8% | +10.6% |
| YTD | +54.2% | +86.7% | -32.4% | +35.3% |
| 1Y | +67.1% | +74.7% | -7.6% | +48.2% |
| 3Y | +218.5% | +102.6% | +115.9% | +155.4% |
| All | +218.5% | +99.7% | +118.7% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling