-14.1%
PCOR vs BWA
+16.6%
-30.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +2.0% |
| 7D | +23.7% | -10.8% | +34.5% | +28.4% |
| 30D | +39.0% | -25.0% | +64.0% | +53.4% |
| 3M | +35.8% | -28.6% | +64.4% | +51.6% |
| 6M | +38.2% | -16.6% | +54.8% | +41.8% |
| YTD | +3.9% | +6.3% | -2.4% | -10.5% |
| 1Y | +5.7% | +7.2% | -1.5% | -9.6% |
| 3Y | +44.8% | +48.2% | -3.4% | -0.1% |
| 5Y | -19.8% | +23.4% | -43.2% | -44.5% |
| All | -14.1% | +16.6% | -30.7% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling