+149.2%
PM vs BWA
+56.9%
+92.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.9% |
| 7D | -5.2% | -5.5% | +0.2% | -5.1% |
| 30D | +2.7% | -21.7% | +24.4% | +3.3% |
| 3M | +6.1% | -25.6% | +31.8% | +6.8% |
| 6M | +18.0% | -17.4% | +35.4% | +17.5% |
| YTD | +26.6% | +9.2% | +17.4% | +23.9% |
| 1Y | +36.7% | +9.7% | +26.9% | +33.8% |
| All | +149.2% | +56.9% | +92.3% | +134.4% |
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