+1,128.9%
PPL vs BWA
+3,492.4%
-2,363.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | +2.7% | +5.7% | -3.0% | +1.7% |
| 30D | +0.5% | +1.4% | -0.9% | +0.1% |
| 3M | +0.7% | -12.1% | +12.7% | +2.5% |
| 6M | -7.6% | +28.6% | -36.2% | -12.3% |
| YTD | +1.8% | +51.1% | -49.3% | -6.7% |
| 1Y | -0.8% | +55.9% | -56.6% | -9.8% |
| 3Y | +56.9% | +70.1% | -13.3% | +37.9% |
| 5Y | +39.5% | +90.7% | -51.2% | +18.1% |
| 10Y | +55.4% | +154.0% | -98.6% | +19.6% |
| All | +1,128.9% | +3,492.4% | -2,363.5% | +531.0% |
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