+68.3%
PR vs BWA
+15.7%
+52.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.4% | -1.0% |
| 7D | -12.4% | -0.6% | -11.8% | -12.4% |
| 30D | -6.6% | -16.1% | +9.5% | -7.1% |
| 3M | +7.5% | -24.6% | +32.1% | +6.5% |
| 6M | +10.8% | -15.7% | +26.5% | +11.1% |
| YTD | +57.0% | +15.1% | +41.9% | +53.2% |
| All | +68.3% | +15.7% | +52.6% | +64.7% |
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