+1,170.5%
PPL vs BWA
+2,428.1%
-1,257.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.7% | +6.5% | +1.7% |
| 7D | +1.0% | -10.8% | +11.9% | +3.0% |
| 30D | +6.8% | -25.0% | +31.8% | +12.0% |
| 3M | +3.9% | -28.6% | +32.5% | +9.6% |
| 6M | -2.0% | -16.6% | +14.5% | +0.1% |
| YTD | +5.3% | +6.3% | -1.1% | +2.1% |
| 1Y | +2.2% | +7.2% | -5.0% | -1.1% |
| 3Y | +56.7% | +48.2% | +8.5% | +40.7% |
| 5Y | +49.1% | +23.4% | +25.6% | +35.9% |
| 10Y | +63.6% | +84.0% | -20.4% | +32.8% |
| All | +1,170.5% | +2,428.1% | -1,257.5% | +590.8% |
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