+82.6%
ED vs PCOR
-9.2%
+91.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.7% |
| 7D | +2.1% | +20.7% | -18.6% | +2.5% |
| 30D | +12.4% | +35.7% | -23.2% | +13.1% |
| 3M | +13.1% | +31.1% | -17.9% | +13.8% |
| 6M | +14.1% | +43.1% | -29.1% | +15.0% |
| YTD | +23.1% | +4.8% | +18.2% | +23.6% |
| 1Y | +25.4% | -3.7% | +29.1% | +25.9% |
| 3Y | +47.9% | +46.5% | +1.3% | +48.3% |
| 5Y | +81.9% | -17.3% | +99.1% | +78.5% |
| All | +82.6% | -9.2% | +91.8% | +80.3% |
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