+1,163.5%
PPL vs BWA
+2,496.1%
-1,332.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -1.0% |
| 7D | +0.4% | -5.5% | +5.9% | +1.3% |
| 30D | +5.4% | -21.7% | +27.2% | +9.7% |
| 3M | +4.3% | -25.6% | +29.9% | +9.2% |
| 6M | -1.3% | -17.4% | +16.1% | +1.0% |
| YTD | +4.7% | +9.2% | -4.5% | +1.1% |
| 1Y | +1.3% | +9.7% | -8.5% | -2.4% |
| 3Y | +57.2% | +54.6% | +2.6% | +40.1% |
| 5Y | +48.2% | +26.8% | +21.5% | +34.5% |
| 10Y | +62.7% | +89.0% | -26.2% | +31.5% |
| All | +1,163.5% | +2,496.1% | -1,332.7% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling