+66.8%
PPL vs BWA
+95.2%
-28.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | 0.0% | -2.4% | +2.5% | +0.4% |
| 30D | +4.3% | -17.7% | +22.0% | +7.7% |
| 3M | +2.9% | -27.0% | +29.9% | +8.3% |
| 6M | +1.1% | -17.3% | +18.4% | +3.5% |
| YTD | +4.5% | +12.9% | -8.4% | -0.7% |
| 1Y | +0.1% | +12.9% | -12.8% | -4.9% |
| 3Y | +55.7% | +62.1% | -6.4% | +34.0% |
| 5Y | +47.6% | +30.7% | +16.9% | +30.0% |
| 10Y | +66.8% | +89.2% | -22.3% | +24.4% |
| All | +66.8% | +95.2% | -28.4% | +24.4% |
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 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