+363.8%
PSX vs BWA
+88.6%
+275.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | +2.8% | +4.3% | -1.5% | +1.4% |
| 30D | +27.8% | -2.9% | +30.7% | +28.7% |
| 3M | +42.0% | -12.4% | +54.5% | +47.4% |
| 6M | +58.1% | +28.6% | +29.6% | +41.8% |
| YTD | +105.0% | +48.2% | +56.8% | +70.4% |
| 1Y | +104.9% | +50.9% | +54.0% | +68.3% |
| 3Y | +134.1% | +72.2% | +61.9% | +75.5% |
| 5Y | +363.8% | +91.1% | +272.8% | +215.4% |
| All | +363.8% | +88.6% | +275.2% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling