+376.3%
PSX vs BWA
+153.1%
+223.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.2% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +15.8% | -5.5% | +21.3% | +18.3% |
| 3M | +43.0% | -7.6% | +50.6% | +46.6% |
| 6M | +61.1% | +25.0% | +36.1% | +41.6% |
| YTD | +104.5% | +47.0% | +57.6% | +62.9% |
| 1Y | +102.5% | +54.0% | +48.5% | +56.7% |
| 3Y | +133.5% | +70.7% | +62.8% | +65.5% |
| 5Y | +367.0% | +86.7% | +280.3% | +204.0% |
| All | +376.3% | +153.1% | +223.3% | +150.1% |
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