0.0%
PPL vs BWA
+15.7%
-15.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.2% |
| 30D | +4.2% | -16.1% | +20.3% | +3.6% |
| 3M | +1.5% | -24.6% | +26.1% | +0.5% |
| 6M | +1.0% | -15.7% | +16.7% | +0.6% |
| YTD | +4.4% | +15.1% | -10.7% | +3.2% |
| All | 0.0% | +15.7% | -15.6% | -1.1% |
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