+51.6%
ECL vs PCOR
-10.0%
+61.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.7% | +23.7% | -22.0% | -1.6% |
| 30D | +8.9% | +39.0% | -30.1% | +3.6% |
| 3M | +7.4% | +35.8% | -28.3% | +2.2% |
| 6M | +19.3% | +38.2% | -18.9% | +12.6% |
| YTD | +17.4% | +3.9% | +13.5% | +15.0% |
| 1Y | +19.4% | +5.7% | +13.7% | +16.3% |
| 3Y | +80.5% | +44.8% | +35.7% | +59.1% |
| 5Y | +40.2% | -19.8% | +60.0% | +25.7% |
| All | +51.6% | -10.0% | +61.6% | +36.7% |
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