+24.1%
PPG vs BWA
+156.8%
-132.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | -0.2% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | -7.9% | -2.9% | -5.0% | -6.9% |
| 3M | -10.2% | -10.7% | +0.5% | -6.2% |
| 6M | +2.7% | +26.5% | -23.8% | -8.6% |
| YTD | +4.9% | +49.1% | -44.2% | -14.7% |
| 1Y | -3.2% | +52.1% | -55.2% | -22.2% |
| 3Y | -17.0% | +72.6% | -89.6% | -38.9% |
| 5Y | -23.3% | +89.4% | -112.7% | -47.2% |
| All | +24.1% | +156.8% | -132.7% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling