+2,738.7%
PG vs BWA
+3,371.1%
-632.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -2.6% | -5.6% | +3.0% | -1.9% |
| 3M | -3.3% | -10.7% | +7.4% | -2.2% |
| 6M | -6.7% | +23.2% | -29.9% | -9.9% |
| YTD | +1.7% | +46.0% | -44.2% | -4.4% |
| 1Y | -7.9% | +51.2% | -59.1% | -14.0% |
| 3Y | +0.9% | +69.6% | -68.6% | -8.5% |
| 5Y | +12.6% | +86.6% | -73.9% | -0.8% |
| 10Y | +117.2% | +152.3% | -35.1% | +75.2% |
| All | +2,738.7% | +3,371.1% | -632.4% | +1,417.4% |
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