-43.4%
PL vs BWA
-21.8%
-21.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.8% | -4.8% |
| 7D | -11.7% | -9.9% | -1.8% | -6.2% |
| 30D | -27.1% | -16.4% | -10.8% | -18.8% |
| All | -43.4% | -21.8% | -21.6% | -33.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling