+39.5%
PL vs BWA
+21.8%
+17.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.5% |
| 7D | +10.0% | +4.3% | +5.8% | +7.7% |
| 30D | -2.3% | -13.0% | +10.7% | +6.2% |
| 3M | -44.2% | -24.8% | -19.4% | -34.4% |
| 6M | -66.1% | -23.5% | -42.6% | -60.1% |
| YTD | -30.0% | +13.8% | -43.8% | -36.4% |
| 1Y | +21.0% | +13.4% | +7.6% | +10.3% |
| 3Y | +516.5% | +62.8% | +453.8% | +355.4% |
| 5Y | +32.0% | +28.5% | +3.6% | -4.7% |
| All | +39.5% | +21.8% | +17.7% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling