+7,699.9%
PCAR vs BWA
+2,496.1%
+5,203.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.7% |
| 7D | +0.1% | -5.5% | +5.5% | +2.6% |
| 30D | -4.6% | -21.7% | +17.2% | +7.1% |
| 3M | -22.6% | -25.6% | +3.1% | -11.5% |
| 6M | -12.0% | -17.4% | +5.5% | -5.4% |
| YTD | -6.1% | +9.2% | -15.3% | -14.1% |
| 1Y | +6.3% | +9.7% | -3.4% | -3.2% |
| 3Y | +31.8% | +54.6% | -22.8% | -1.9% |
| 5Y | +104.2% | +26.8% | +77.4% | +61.3% |
| 10Y | +302.9% | +89.0% | +213.9% | +135.0% |
| All | +7,699.9% | +2,496.1% | +5,203.7% | +1,321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling