+16.8%
PM vs BWA
+48.6%
-31.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -0.2% | -5.6% | +5.4% | 0.0% |
| 3M | +4.9% | -10.7% | +15.6% | +5.7% |
| 6M | +9.0% | +23.2% | -14.1% | +5.5% |
| YTD | +17.8% | +46.0% | -28.2% | +12.6% |
| 1Y | +16.8% | +51.2% | -34.4% | +12.5% |
| All | +16.8% | +48.6% | -31.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling