+16,072.0%
PH vs BWA
+3,492.4%
+12,579.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.4% |
| 7D | -3.1% | +5.7% | -8.7% | -5.4% |
| 30D | -3.2% | +1.4% | -4.7% | -4.2% |
| 3M | +10.6% | -12.1% | +22.7% | +16.0% |
| 6M | -2.1% | +28.6% | -30.7% | -14.0% |
| YTD | +10.2% | +51.1% | -40.9% | -11.7% |
| 1Y | +28.2% | +55.9% | -27.7% | +0.9% |
| 3Y | +134.9% | +70.1% | +64.8% | +72.3% |
| 5Y | +253.6% | +90.7% | +162.9% | +141.2% |
| 10Y | +804.7% | +154.0% | +650.8% | +423.6% |
| All | +16,072.0% | +3,492.4% | +12,579.6% | +3,526.9% |
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 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