-20.1%
PCOR vs BWA
+26.5%
-46.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | +22.7% | -5.5% | +28.2% | +24.9% |
| 30D | +37.5% | -21.7% | +59.2% | +49.9% |
| 3M | +35.2% | -25.6% | +60.8% | +49.3% |
| 6M | +42.2% | -17.4% | +59.7% | +47.1% |
| YTD | +3.6% | +9.2% | -5.6% | -12.7% |
| 1Y | -4.8% | +9.7% | -14.5% | -20.2% |
| 3Y | +48.3% | +54.6% | -6.3% | -2.7% |
| All | -20.1% | +26.5% | -46.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling