-23.4%
PPG vs BWA
+84.5%
-107.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.3% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | -9.6% | -5.5% | -4.1% | -7.5% |
| 3M | -6.4% | -7.6% | +1.2% | -3.7% |
| 6M | +0.5% | +25.0% | -24.5% | -10.4% |
| YTD | +4.4% | +47.0% | -42.5% | -15.5% |
| 1Y | -0.9% | +54.0% | -54.9% | -21.9% |
| 3Y | -17.0% | +70.7% | -87.6% | -39.8% |
| All | -23.4% | +84.5% | -107.9% | -49.5% |
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