+82.3%
PL vs BBWI
-66.0%
+148.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.2% |
| 7D | -9.3% | +1.5% | -10.8% | -9.8% |
| 30D | -18.9% | -5.2% | -13.7% | -18.1% |
| 3M | -58.4% | +11.1% | -69.5% | -60.4% |
| 6M | -30.3% | -13.4% | -16.9% | -29.0% |
| YTD | -8.1% | +0.1% | -8.2% | -12.1% |
| 1Y | +180.5% | -36.1% | +216.6% | +210.0% |
| 3Y | +444.1% | -44.1% | +488.2% | +510.8% |
| All | +82.3% | -66.0% | +148.3% | +147.0% |
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