+1,632.9%
PBR vs BWA
+2,152.0%
-519.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.5% |
| 7D | +2.5% | +4.3% | -1.8% | +0.2% |
| 30D | +19.4% | -2.9% | +22.3% | +20.7% |
| 3M | +20.8% | -12.4% | +33.2% | +27.7% |
| 6M | +23.5% | +28.6% | -5.1% | +5.2% |
| YTD | +83.4% | +48.2% | +35.2% | +42.1% |
| 1Y | +77.6% | +50.9% | +26.6% | +35.2% |
| 3Y | +99.9% | +72.2% | +27.7% | +35.0% |
| 5Y | +567.7% | +91.1% | +476.7% | +301.2% |
| 10Y | +621.5% | +144.0% | +477.5% | +259.5% |
| All | +1,632.9% | +2,152.0% | -519.2% | +282.1% |
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