+67.6%
PCAR vs BWA
+75.7%
-8.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -0.5% | +5.7% | -6.2% | -2.3% |
| 30D | -6.2% | +1.4% | -7.6% | -6.8% |
| 3M | +5.9% | -12.1% | +18.0% | +10.0% |
| 6M | +0.4% | +28.6% | -28.2% | -8.2% |
| YTD | +14.8% | +51.1% | -36.3% | -2.8% |
| 1Y | +30.1% | +55.9% | -25.8% | +8.5% |
| All | +67.6% | +75.7% | -8.1% | +26.8% |
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