+147.8%
PR vs BWA
+70.5%
+77.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.7% | +0.8% | -1.7% |
| 7D | -16.5% | -10.8% | -5.7% | -11.1% |
| 30D | -4.5% | -25.0% | +20.5% | +11.6% |
| 3M | +8.5% | -28.6% | +37.2% | +29.1% |
| 6M | -3.3% | -16.6% | +13.2% | +2.6% |
| YTD | +55.7% | +6.3% | +49.4% | +36.1% |
| 1Y | +82.0% | +7.2% | +74.9% | +57.4% |
| 3Y | +62.5% | +48.2% | +14.3% | +8.5% |
| 5Y | +223.9% | +23.4% | +200.5% | +133.0% |
| 10Y | +64.2% | +84.0% | -19.8% | +6.9% |
| All | +147.8% | +70.5% | +77.3% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling