+37.4%
ED vs PCOR
-14.4%
+51.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -1.6% |
| 7D | -0.2% | -9.0% | +8.8% | -0.7% |
| 30D | -0.1% | +4.2% | -4.3% | +0.2% |
| 3M | +3.9% | +14.4% | -10.5% | +4.8% |
| 6M | -3.0% | +0.2% | -3.2% | -2.6% |
| YTD | +10.7% | -20.3% | +30.9% | +9.9% |
| 1Y | +13.3% | -16.1% | +29.5% | +12.9% |
| All | +37.4% | -14.4% | +51.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling