-1.1%
PCOR vs BWA
+12.4%
-13.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.5% |
| 7D | +2.2% | +7.3% | -5.1% | +3.8% |
| 30D | +37.4% | -15.8% | +53.3% | +32.7% |
| 3M | +33.2% | -25.7% | +58.9% | +25.2% |
| 6M | +60.6% | -19.6% | +80.2% | +55.3% |
| YTD | +6.2% | +14.1% | -7.9% | -0.3% |
| 1Y | -1.1% | +12.2% | -13.2% | -6.5% |
| All | -1.1% | +12.4% | -13.5% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling