+169.5%
PR vs BWA
+142.2%
+27.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.1% |
| 7D | +2.9% | +5.7% | -2.8% | -0.3% |
| 30D | +18.0% | +1.4% | +16.6% | +16.5% |
| 3M | +16.9% | -12.1% | +28.9% | +24.0% |
| 6M | +28.2% | +28.6% | -0.4% | +6.2% |
| YTD | +69.3% | +51.1% | +18.2% | +22.8% |
| 1Y | +69.5% | +55.9% | +13.6% | +19.0% |
| 3Y | +81.7% | +70.1% | +11.6% | +14.3% |
| 5Y | +422.2% | +90.7% | +331.6% | +193.1% |
| 10Y | +110.4% | +154.0% | -43.6% | +13.6% |
| All | +169.5% | +142.2% | +27.3% | +45.6% |
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