+23.1%
ECL vs PCOR
+4.0%
+19.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +19.7% | -16.3% | +3.0% |
| 7D | +7.7% | +21.8% | -14.1% | +7.3% |
| 30D | +13.7% | +39.5% | -25.8% | +13.3% |
| 3M | +11.6% | +35.2% | -23.7% | +11.2% |
| 6M | +23.9% | +21.7% | +2.2% | +22.3% |
| YTD | +21.0% | +3.9% | +17.0% | +18.6% |
| 1Y | +23.1% | +6.9% | +16.2% | +21.2% |
| All | +23.1% | +4.0% | +19.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling