+246.4%
PR vs BWA
+32.7%
+213.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +1.6% |
| 7D | -9.5% | -2.4% | -7.1% | -8.7% |
| 30D | -5.7% | -17.7% | +12.0% | +0.8% |
| 3M | +3.0% | -27.0% | +30.0% | +14.4% |
| 6M | +11.8% | -17.3% | +29.1% | +16.9% |
| YTD | +58.5% | +12.9% | +45.6% | +39.2% |
| 1Y | +69.9% | +12.9% | +57.0% | +48.7% |
| 3Y | +84.9% | +62.1% | +22.8% | +28.1% |
| 5Y | +246.4% | +30.7% | +215.7% | +167.5% |
| All | +246.4% | +32.7% | +213.8% | +167.5% |
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