+103.0%
PSX vs BWA
+48.6%
+54.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +21.6% | -5.6% | +27.2% | +21.8% |
| 3M | +46.5% | -10.7% | +57.2% | +47.2% |
| 6M | +62.0% | +23.2% | +38.8% | +59.3% |
| YTD | +106.3% | +46.0% | +60.3% | +91.3% |
| 1Y | +103.0% | +51.2% | +51.8% | +86.5% |
| All | +103.0% | +48.6% | +54.3% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling