+361.6%
PSX vs BWA
+94.2%
+267.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +7.8% | +4.3% | +3.5% | +5.9% |
| 30D | -10.9% | -13.0% | +2.1% | -5.6% |
| 3M | +14.5% | -24.8% | +39.3% | +28.2% |
| 6M | +56.1% | -23.5% | +79.6% | +71.0% |
| YTD | +109.6% | +13.8% | +95.7% | +84.7% |
| 1Y | +95.5% | +13.4% | +82.1% | +72.3% |
| 3Y | +156.2% | +62.8% | +93.4% | +82.7% |
| 5Y | +310.0% | +28.5% | +281.5% | +215.3% |
| All | +361.6% | +94.2% | +267.4% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling