-14.4%
PCOR vs BWA
+19.8%
-34.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | +22.7% | -5.5% | +28.2% | +24.8% |
| 30D | +37.5% | -21.7% | +59.2% | +49.4% |
| 3M | +35.2% | -25.6% | +60.8% | +48.8% |
| 6M | +42.2% | -17.4% | +59.7% | +47.0% |
| YTD | +3.6% | +9.2% | -5.6% | -11.7% |
| 1Y | -4.8% | +9.7% | -14.5% | -19.2% |
| 3Y | +48.3% | +54.6% | -6.3% | +0.4% |
| 5Y | -20.1% | +26.8% | -46.8% | -45.2% |
| All | -14.4% | +19.8% | -34.2% | -43.3% |
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 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