+425.6%
PWR vs BWA
+32.2%
+393.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.6% | +3.6% |
| 7D | +4.7% | +1.7% | +3.0% | +4.4% |
| 30D | -12.5% | -14.6% | +2.1% | -7.1% |
| 3M | -9.3% | -26.2% | +16.9% | +1.3% |
| 6M | -22.2% | -18.4% | -3.8% | -16.2% |
| YTD | +44.2% | +14.7% | +29.5% | +36.5% |
| 1Y | +35.5% | +13.3% | +22.2% | +28.7% |
| 3Y | +250.4% | +64.7% | +185.7% | +183.2% |
| 5Y | +425.6% | +32.2% | +393.5% | +337.1% |
| All | +425.6% | +32.2% | +393.4% | +337.1% |
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 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