-12.2%
PCOR vs BWA
+25.1%
-37.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +2.2% | +7.3% | -5.1% | -0.4% |
| 30D | +37.4% | -15.8% | +53.3% | +45.6% |
| 3M | +33.2% | -25.7% | +58.9% | +46.8% |
| 6M | +60.6% | -19.6% | +80.2% | +68.8% |
| YTD | +6.2% | +14.1% | -7.9% | -10.9% |
| 1Y | -1.1% | +12.2% | -13.2% | -16.3% |
| 3Y | +48.4% | +63.8% | -15.4% | -1.9% |
| 5Y | -13.1% | +28.7% | -41.8% | -41.2% |
| All | -12.2% | +25.1% | -37.4% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling