+1,030.3%
PAAS vs BWA
+2,296.5%
-1,266.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +1.7% |
| 7D | +8.8% | -0.6% | +9.4% | +8.9% |
| 30D | -8.5% | -16.1% | +7.6% | -4.8% |
| 3M | -17.0% | -24.6% | +7.6% | -11.8% |
| 6M | -27.9% | -15.7% | -12.2% | -25.1% |
| YTD | -17.5% | +15.1% | -32.5% | -20.4% |
| 1Y | +22.8% | +15.9% | +7.0% | +18.3% |
| 3Y | +224.2% | +67.1% | +157.1% | +185.3% |
| 5Y | +73.6% | +34.7% | +38.9% | +56.7% |
| 10Y | +186.4% | +99.5% | +86.8% | +122.6% |
| All | +1,030.3% | +2,296.5% | -1,266.3% | +754.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling