+198.6%
PM vs BWA
+142.9%
+55.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | -1.3% | +4.3% | -5.6% | -2.1% |
| 30D | -2.6% | -2.9% | +0.3% | -2.2% |
| 3M | +5.8% | -12.4% | +18.2% | +7.9% |
| 6M | +10.6% | +28.6% | -18.0% | +4.2% |
| YTD | +17.2% | +48.2% | -31.1% | +6.7% |
| 1Y | +17.6% | +50.9% | -33.3% | +6.5% |
| 3Y | +124.3% | +72.2% | +52.1% | +93.8% |
| 5Y | +125.1% | +91.1% | +34.0% | +85.3% |
| 10Y | +198.6% | +144.0% | +54.6% | +113.8% |
| All | +198.6% | +142.9% | +55.7% | +113.8% |
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 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