+455.3%
PL vs BWA
+51.7%
+403.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.7% | +8.5% |
| 7D | -6.8% | -5.5% | -1.4% | -2.8% |
| 30D | -29.3% | -21.7% | -7.6% | -16.2% |
| 3M | -44.8% | -25.6% | -19.1% | -32.6% |
| 6M | -68.4% | -17.4% | -51.0% | -63.3% |
| YTD | -36.4% | +9.2% | -45.5% | -43.9% |
| 1Y | +0.7% | +9.7% | -9.0% | -11.4% |
| 3Y | +455.3% | +54.6% | +400.7% | +244.4% |
| All | +455.3% | +51.7% | +403.6% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling