+37.6%
PPG vs BWA
+17.4%
+20.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.6% |
| 7D | +7.5% | -9.9% | +17.3% | +10.3% |
| 30D | +20.9% | -16.4% | +37.3% | +26.5% |
| 3M | +8.7% | -19.8% | +28.5% | +14.7% |
| 6M | +23.8% | -10.0% | +33.8% | +24.3% |
| YTD | +26.5% | +12.7% | +13.8% | +15.6% |
| 1Y | +37.6% | +15.7% | +21.9% | +24.6% |
| All | +37.6% | +17.4% | +20.2% | +24.6% |
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