-1.7%
PCOR vs BWA
+14.3%
-15.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +2.0% |
| 7D | +2.5% | +1.7% | +0.8% | +2.9% |
| 30D | +37.9% | -14.6% | +52.5% | +33.5% |
| 3M | +32.0% | -26.2% | +58.2% | +23.8% |
| 6M | +54.7% | -18.4% | +73.1% | +50.2% |
| YTD | +6.6% | +14.7% | -8.1% | +0.2% |
| 1Y | -1.7% | +13.3% | -15.0% | -6.9% |
| All | -1.7% | +14.3% | -15.9% | -6.9% |
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