+30.0%
ECL vs PCOR
-43.0%
+73.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | -2.6% | -9.0% | +6.4% | -1.2% |
| 30D | -2.2% | +4.2% | -6.3% | -3.0% |
| 3M | +10.1% | +14.4% | -4.3% | +7.3% |
| 6M | -5.7% | +0.2% | -5.9% | -7.0% |
| YTD | +7.0% | -20.3% | +27.2% | +9.4% |
| 1Y | +2.7% | -16.1% | +18.8% | +3.5% |
| 3Y | +57.7% | -14.7% | +72.4% | +52.3% |
| All | +30.0% | -43.0% | +73.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling