+31.0%
PL vs BBWI
-67.6%
+98.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +10.0% | +0.1% | +9.9% | +10.1% |
| 30D | -2.3% | +12.9% | -15.1% | -6.2% |
| 3M | -44.2% | +16.0% | -60.2% | -47.6% |
| 6M | -66.1% | +16.6% | -82.7% | -68.5% |
| YTD | -30.0% | +9.7% | -39.7% | -35.6% |
| 1Y | +21.0% | +1.5% | +19.5% | +12.7% |
| 3Y | +516.5% | -21.4% | +537.9% | +514.8% |
| All | +31.0% | -67.6% | +98.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling