+695.9%
PH vs BWA
+94.2%
+601.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.3% | +4.3% | +0.1% | +2.2% |
| 30D | +0.1% | -13.0% | +13.2% | +7.3% |
| 3M | -9.4% | -24.8% | +15.4% | +3.8% |
| 6M | +8.8% | -23.5% | +32.3% | +21.9% |
| YTD | +9.6% | +13.8% | -4.2% | -3.7% |
| 1Y | +14.4% | +13.4% | +1.0% | +0.4% |
| 3Y | +134.5% | +62.8% | +71.8% | +62.6% |
| 5Y | +204.4% | +28.5% | +176.0% | +130.8% |
| All | +695.9% | +94.2% | +601.6% | +337.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling