-14.6%
PCOR vs BWA
+71.5%
-86.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.0% | -5.0% |
| 7D | -9.0% | +5.7% | -14.6% | -10.4% |
| 30D | +4.2% | +1.4% | +2.8% | +3.5% |
| 3M | +14.4% | -12.1% | +26.5% | +18.4% |
| 6M | +0.2% | +28.6% | -28.4% | -10.7% |
| YTD | -20.3% | +51.1% | -71.3% | -38.4% |
| 1Y | -16.1% | +55.9% | -72.0% | -36.7% |
| All | -14.6% | +71.5% | -86.1% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling