+50.8%
PAAS vs BWA
+48.6%
+2.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +2.5% | -5.6% | +8.0% | +4.5% |
| 3M | +15.1% | -10.7% | +25.8% | +19.4% |
| 6M | -12.1% | +23.2% | -35.2% | -16.5% |
| YTD | +3.1% | +46.0% | -42.9% | -10.6% |
| 1Y | +50.8% | +51.2% | -0.3% | +29.7% |
| All | +50.8% | +48.6% | +2.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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