+48.9%
PCOR vs BWA
+47.7%
+1.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +1.0% |
| 7D | +23.7% | -10.8% | +34.5% | +26.2% |
| 30D | +39.0% | -25.0% | +64.0% | +46.7% |
| 3M | +35.8% | -28.6% | +64.4% | +44.2% |
| 6M | +38.2% | -16.6% | +54.8% | +38.9% |
| YTD | +3.9% | +6.3% | -2.4% | -11.1% |
| 1Y | +5.7% | +7.2% | -1.5% | -10.1% |
| All | +48.9% | +47.7% | +1.1% | -3.2% |
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