+0.4%
PCAR vs BWA
+24.4%
-24.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 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% | +10.8% |
| 6M | +0.4% | +28.6% | -28.2% | -11.7% |
| All | +0.4% | +24.4% | -24.0% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling