+221.7%
PR vs BWA
+26.5%
+195.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.0% |
| 7D | -16.4% | -5.5% | -10.9% | -14.7% |
| 30D | -1.9% | -21.7% | +19.8% | +6.8% |
| 3M | +8.0% | -25.6% | +33.6% | +19.1% |
| 6M | +4.1% | -17.4% | +21.5% | +8.7% |
| YTD | +58.7% | +9.2% | +49.5% | +41.3% |
| 1Y | +75.8% | +9.7% | +66.1% | +55.5% |
| 3Y | +73.2% | +54.6% | +18.5% | +22.6% |
| All | +221.7% | +26.5% | +195.3% | +147.5% |
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