+9.5%
PCAR vs BWA
+15.7%
-6.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.7% | +2.4% |
| 7D | +2.9% | -0.6% | +3.5% | +3.0% |
| 30D | -2.1% | -16.1% | +13.9% | +1.8% |
| 3M | -20.4% | -24.6% | +4.3% | -15.1% |
| 6M | -7.0% | -15.7% | +8.7% | -3.4% |
| YTD | -2.6% | +15.1% | -17.7% | -10.8% |
| All | +9.5% | +15.7% | -6.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling