+72.9%
PBR vs BWA
+17.4%
+55.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.4% | -7.0% |
| 7D | -11.0% | -9.9% | -1.1% | -11.2% |
| 30D | -18.8% | -16.4% | -2.4% | -19.1% |
| 3M | +7.8% | -19.8% | +27.7% | +7.4% |
| 6M | -7.6% | -10.0% | +2.4% | -8.1% |
| YTD | +72.7% | +12.7% | +59.9% | +67.0% |
| 1Y | +72.9% | +15.7% | +57.3% | +67.3% |
| All | +72.9% | +17.4% | +55.6% | +67.3% |
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