+39.5%
PL vs BWA
+32.7%
+6.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.5% |
| 7D | +5.6% | -2.4% | +8.1% | +7.9% |
| 30D | -16.9% | -17.7% | +0.8% | -6.0% |
| 3M | -38.2% | -27.0% | -11.2% | -25.2% |
| 6M | -63.4% | -17.3% | -46.1% | -58.4% |
| YTD | -27.6% | +12.9% | -40.5% | -34.9% |
| 1Y | +6.6% | +12.9% | -6.3% | -4.0% |
| 3Y | +557.6% | +62.1% | +495.5% | +367.0% |
| 5Y | +39.5% | +30.7% | +8.8% | -5.8% |
| All | +39.5% | +32.7% | +6.8% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling