+82.2%
PR vs BWA
+94.6%
-12.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +6.7% | +7.3% | -0.6% | +2.2% |
| 30D | -6.1% | -15.8% | +9.7% | +3.3% |
| 3M | +6.9% | -25.7% | +32.6% | +25.4% |
| 6M | +14.6% | -19.6% | +34.2% | +25.3% |
| YTD | +66.1% | +14.1% | +52.1% | +37.5% |
| 1Y | +77.0% | +12.2% | +64.9% | +47.3% |
| 3Y | +93.8% | +63.8% | +30.0% | +17.1% |
| 5Y | +268.2% | +28.7% | +239.5% | +151.9% |
| All | +82.2% | +94.6% | -12.4% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling