+572.2%
PBR vs BWA
+86.5%
+485.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | +22.7% | -5.5% | +28.2% | +24.0% |
| 3M | +21.5% | -7.6% | +29.1% | +23.2% |
| 6M | +24.0% | +25.0% | -1.0% | +16.3% |
| YTD | +88.2% | +47.0% | +41.3% | +67.6% |
| 1Y | +74.8% | +54.0% | +20.8% | +53.2% |
| 3Y | +105.1% | +70.7% | +34.5% | +69.7% |
| 5Y | +572.2% | +86.7% | +485.6% | +403.5% |
| All | +572.2% | +86.5% | +485.7% | +403.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling