+100.0%
PBR vs BWA
+67.1%
+32.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +17.5% | -5.6% | +23.1% | +18.4% |
| 3M | +20.9% | -10.7% | +31.6% | +22.8% |
| 6M | +20.2% | +23.2% | -2.9% | +14.7% |
| YTD | +84.3% | +46.0% | +38.3% | +67.4% |
| 1Y | +77.1% | +51.2% | +25.9% | +59.2% |
| All | +100.0% | +67.1% | +32.9% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling