+117.4%
PM vs BWA
+91.4%
+26.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.3% |
| 7D | -4.9% | +5.7% | -10.5% | -5.5% |
| 30D | -3.4% | +1.4% | -4.8% | -3.7% |
| 3M | +5.2% | -12.1% | +17.3% | +6.7% |
| 6M | +3.7% | +28.6% | -24.8% | -0.6% |
| YTD | +15.8% | +51.1% | -35.3% | +7.9% |
| 1Y | +17.4% | +55.9% | -38.5% | +8.8% |
| 3Y | +116.9% | +70.1% | +46.8% | +97.0% |
| All | +117.4% | +91.4% | +26.0% | +82.1% |
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