+18.8%
ECL vs PCOR
-1.9%
+20.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -2.3% | +2.5% | -4.8% | -2.3% |
| 30D | +8.3% | +37.9% | -29.6% | +7.5% |
| 3M | +8.4% | +32.0% | -23.5% | +7.7% |
| 6M | +23.3% | +54.7% | -31.5% | +21.6% |
| YTD | +18.2% | +6.6% | +11.6% | +19.1% |
| 1Y | +18.8% | -1.7% | +20.4% | +19.8% |
| All | +18.8% | -1.9% | +20.6% | +19.8% |
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