+220.3%
BWA vs PSLV
+108.9%
+111.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +1.5% |
| 7D | -0.1% | -4.9% | +4.8% | +0.7% |
| 30D | -5.5% | -1.9% | -3.6% | -5.3% |
| 3M | -7.6% | +4.2% | -11.8% | -8.4% |
| 6M | +25.0% | -27.6% | +52.6% | +30.4% |
| YTD | +47.0% | -11.7% | +58.6% | +46.9% |
| 1Y | +54.0% | +49.3% | +4.7% | +42.0% |
| 3Y | +70.7% | +167.1% | -96.5% | +43.7% |
| 5Y | +86.7% | +151.7% | -65.0% | +56.8% |
| 10Y | +154.0% | +187.0% | -33.0% | +104.6% |
| All | +220.3% | +108.9% | +111.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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