-34.1%
PCOR vs BWA
+65.7%
-99.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.0% | -5.3% |
| 7D | -9.0% | +5.7% | -14.6% | -10.9% |
| 30D | +4.2% | +1.4% | +2.8% | +3.2% |
| 3M | +14.4% | -12.1% | +26.5% | +19.2% |
| 6M | +0.2% | +28.6% | -28.4% | -12.7% |
| YTD | -20.3% | +51.1% | -71.3% | -39.1% |
| 1Y | -16.1% | +55.9% | -72.0% | -37.3% |
| 3Y | -14.7% | +70.1% | -84.8% | -41.2% |
| 5Y | -43.2% | +90.7% | -133.8% | -65.4% |
| All | -34.1% | +65.7% | -99.8% | -60.9% |
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