+763.1%
PM vs BWA
+361.4%
+401.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.5% |
| 7D | -4.9% | +5.7% | -10.5% | -5.9% |
| 30D | -3.4% | +1.4% | -4.8% | -3.8% |
| 3M | +5.2% | -12.1% | +17.3% | +7.3% |
| 6M | +3.7% | +28.6% | -24.8% | -2.4% |
| YTD | +15.8% | +51.1% | -35.3% | +4.7% |
| 1Y | +17.4% | +55.9% | -38.5% | +5.3% |
| 3Y | +116.9% | +70.1% | +46.8% | +87.0% |
| 5Y | +117.3% | +90.7% | +26.6% | +79.2% |
| 10Y | +193.8% | +154.0% | +39.8% | +114.8% |
| All | +763.1% | +361.4% | +401.7% | +377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling