+843.8%
PM vs BWA
+233.5%
+610.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.3% |
| 7D | -5.2% | -5.5% | +0.2% | -4.2% |
| 30D | +2.7% | -21.7% | +24.4% | +7.5% |
| 3M | +6.1% | -25.6% | +31.8% | +11.8% |
| 6M | +18.0% | -17.4% | +35.4% | +20.9% |
| YTD | +26.6% | +9.2% | +17.4% | +21.5% |
| 1Y | +36.7% | +9.7% | +26.9% | +31.0% |
| 3Y | +146.0% | +54.6% | +91.4% | +114.8% |
| 5Y | +164.1% | +26.8% | +137.3% | +135.6% |
| 10Y | +238.8% | +89.0% | +149.8% | +161.5% |
| All | +843.8% | +233.5% | +610.3% | +454.4% |
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 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