+56.5%
PPL vs BWA
+65.3%
-8.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.2% |
| 30D | +4.2% | -16.1% | +20.3% | +4.6% |
| 3M | +1.5% | -24.6% | +26.1% | +2.0% |
| 6M | +1.0% | -15.7% | +16.7% | +1.2% |
| YTD | +4.4% | +15.1% | -10.7% | +2.5% |
| 1Y | +0.8% | +15.9% | -15.1% | -1.2% |
| 3Y | +56.5% | +67.1% | -10.6% | +46.6% |
| All | +56.5% | +65.3% | -8.9% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling