+359.1%
PCAR vs BWA
+142.9%
+216.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | 0.0% | +4.3% | -4.2% | -1.7% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | +3.7% | -12.4% | +16.1% | +9.0% |
| 6M | +2.3% | +28.6% | -26.3% | -9.0% |
| YTD | +12.8% | +48.2% | -35.4% | -7.4% |
| 1Y | +27.8% | +50.9% | -23.2% | +3.8% |
| 3Y | +61.8% | +72.2% | -10.4% | +20.3% |
| 5Y | +168.2% | +91.1% | +77.1% | +84.5% |
| 10Y | +359.1% | +144.0% | +215.1% | +170.0% |
| All | +359.1% | +142.9% | +216.1% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling