-18.7%
PCOR vs BWA
+34.0%
-52.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | -0.4% |
| 7D | +22.2% | -0.6% | +22.8% | +22.1% |
| 30D | +36.0% | -16.1% | +52.1% | +44.6% |
| 3M | +34.0% | -24.6% | +58.6% | +47.4% |
| 6M | +43.5% | -15.7% | +59.2% | +47.8% |
| YTD | +5.1% | +15.1% | -10.0% | -13.1% |
| 1Y | -3.9% | +15.9% | -19.8% | -21.1% |
| 3Y | +52.9% | +67.1% | -14.2% | -3.1% |
| 5Y | -18.7% | +34.7% | -53.4% | -47.8% |
| All | -18.7% | +34.0% | -52.6% | -47.8% |
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