+87.0%
PR vs BWA
+17.4%
+69.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.5% | -4.0% | -6.6% |
| 7D | -12.1% | -9.9% | -2.2% | -12.4% |
| 30D | +0.9% | -16.4% | +17.3% | +0.3% |
| 3M | +10.1% | -19.8% | +30.0% | +9.4% |
| 6M | +1.1% | -10.0% | +11.1% | +1.8% |
| YTD | +63.7% | +12.7% | +50.9% | +60.9% |
| 1Y | +87.0% | +15.7% | +71.4% | +84.0% |
| All | +87.0% | +17.4% | +69.7% | +84.0% |
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 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