+0.7%
PL vs BBWI
-6.0%
+6.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.3% | +13.6% | +10.6% |
| 7D | -6.8% | -6.2% | -0.6% | -6.3% |
| 30D | -29.3% | +19.9% | -49.2% | -30.5% |
| 3M | -44.8% | +7.1% | -51.9% | -45.0% |
| 6M | -68.4% | +13.7% | -82.0% | -68.8% |
| YTD | -36.4% | +9.6% | -45.9% | -37.4% |
| 1Y | +0.7% | -1.6% | +2.4% | +0.3% |
| All | +0.7% | -6.0% | +6.7% | +0.3% |
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