+9,437.6%
PCAR vs BWA
+3,492.4%
+5,945.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.2% |
| 7D | -0.5% | +5.7% | -6.2% | -3.2% |
| 30D | -6.2% | +1.4% | -7.6% | -7.1% |
| 3M | +5.9% | -12.1% | +18.0% | +11.9% |
| 6M | +0.4% | +28.6% | -28.2% | -12.6% |
| YTD | +14.8% | +51.1% | -36.3% | -9.7% |
| 1Y | +30.1% | +55.9% | -25.8% | +0.5% |
| 3Y | +66.7% | +70.1% | -3.5% | +18.7% |
| 5Y | +166.1% | +90.7% | +75.4% | +72.9% |
| 10Y | +353.7% | +154.0% | +199.7% | +130.4% |
| All | +9,437.6% | +3,492.4% | +5,945.2% | +1,394.7% |
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 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