+210.6%
PWR vs BWA
+72.9%
+137.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.9% |
| 7D | +4.5% | +4.3% | +0.2% | +3.1% |
| 30D | -4.9% | -2.9% | -2.0% | -4.1% |
| 3M | -7.9% | -12.4% | +4.5% | -4.5% |
| 6M | +18.3% | +28.6% | -10.2% | +10.7% |
| YTD | +51.5% | +48.2% | +3.3% | +34.9% |
| 1Y | +70.3% | +50.9% | +19.4% | +50.7% |
| 3Y | +210.6% | +72.2% | +138.4% | +153.2% |
| All | +210.6% | +72.9% | +137.7% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling