+1,129.2%
PSX vs BWA
+71.5%
+1,057.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.5% |
| 7D | -0.4% | +1.7% | -2.1% | -1.1% |
| 30D | -8.1% | -14.6% | +6.5% | -2.1% |
| 3M | +15.9% | -26.2% | +42.1% | +30.5% |
| 6M | +49.4% | -18.4% | +67.8% | +58.7% |
| YTD | +104.7% | +14.7% | +90.0% | +81.5% |
| 1Y | +89.1% | +13.3% | +75.8% | +68.2% |
| 3Y | +151.7% | +64.7% | +87.0% | +82.9% |
| 5Y | +298.3% | +32.2% | +266.2% | +208.2% |
| 10Y | +357.1% | +96.8% | +260.3% | +172.6% |
| All | +1,129.2% | +71.5% | +1,057.7% | +559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling