+49.0%
ECL vs PCOR
-10.3%
+59.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.8% | +22.7% | -23.5% | -3.8% |
| 30D | +8.1% | +37.5% | -29.3% | +3.0% |
| 3M | +6.4% | +35.2% | -28.8% | +1.3% |
| 6M | +14.8% | +42.2% | -27.5% | +7.8% |
| YTD | +15.5% | +3.6% | +11.9% | +13.2% |
| 1Y | +20.1% | -4.8% | +24.9% | +19.4% |
| 3Y | +77.8% | +48.3% | +29.4% | +55.8% |
| 5Y | +37.9% | -20.1% | +57.9% | +23.6% |
| All | +49.0% | -10.3% | +59.3% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling