+267.7%
PR vs BWA
+27.4%
+240.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.0% | +4.3% | +1.7% | +4.3% |
| 30D | -4.2% | -13.0% | +8.8% | +0.5% |
| 3M | +10.0% | -24.8% | +34.8% | +20.8% |
| 6M | +15.6% | -23.5% | +39.1% | +24.9% |
| YTD | +68.2% | +13.8% | +54.3% | +47.2% |
| 1Y | +79.2% | +13.4% | +65.8% | +56.6% |
| 3Y | +94.9% | +62.8% | +32.1% | +34.8% |
| All | +267.7% | +27.4% | +240.2% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling