+343.0%
PSX vs BWA
+89.5%
+253.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | -7.8% | -2.4% | -5.4% | -6.8% |
| 30D | -9.9% | -17.7% | +7.8% | -2.4% |
| 3M | +16.9% | -27.0% | +43.9% | +32.6% |
| 6M | +48.0% | -17.3% | +65.3% | +56.2% |
| YTD | +98.3% | +12.9% | +85.5% | +75.5% |
| 1Y | +86.2% | +12.9% | +73.3% | +64.3% |
| 3Y | +144.0% | +62.1% | +81.9% | +74.2% |
| 5Y | +287.7% | +30.7% | +257.0% | +194.9% |
| All | +343.0% | +89.5% | +253.4% | +152.9% |
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