-0.4%
PL vs BBWI
+2.4%
-2.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.5% | -6.7% |
| 7D | -11.7% | +8.8% | -20.5% | -12.4% |
| 30D | -27.1% | +34.8% | -62.0% | -29.3% |
| 3M | -44.6% | +12.9% | -57.5% | -45.1% |
| 6M | -67.2% | +29.6% | -96.8% | -68.1% |
| YTD | -35.9% | +20.8% | -56.6% | -37.7% |
| 1Y | -0.4% | +4.1% | -4.5% | -1.1% |
| All | -0.4% | +2.4% | -2.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling