+115.2%
PCAR vs BWA
+27.4%
+87.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.9% | +4.3% | +0.7% | +3.4% |
| 30D | -1.4% | -13.0% | +11.6% | +3.5% |
| 3M | -18.1% | -24.8% | +6.7% | -9.6% |
| 6M | -4.0% | -23.5% | +19.5% | +4.7% |
| YTD | -1.5% | +13.8% | -15.3% | -10.1% |
| 1Y | +13.2% | +13.4% | -0.3% | +3.3% |
| 3Y | +35.8% | +62.8% | -27.0% | +3.5% |
| All | +115.2% | +27.4% | +87.8% | +77.3% |
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