+90.9%
EBAY vs PCOR
-30.9%
+121.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -1.4% |
| 7D | -2.1% | -9.0% | +6.9% | -0.2% |
| 30D | -6.7% | +4.2% | -10.8% | -7.6% |
| 3M | -5.0% | +14.4% | -19.4% | -8.1% |
| 6M | +14.6% | +0.2% | +14.5% | +13.1% |
| YTD | +19.8% | -20.3% | +40.1% | +23.4% |
| 1Y | +12.6% | -16.1% | +28.7% | +14.2% |
| 3Y | +141.0% | -14.7% | +155.7% | +133.3% |
| 5Y | +47.5% | -43.2% | +90.7% | +33.7% |
| All | +90.9% | -30.9% | +121.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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