+82.9%
ED vs PCOR
-19.6%
+102.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +1.6% | +22.7% | -21.1% | +2.0% |
| 30D | +13.3% | +37.5% | -24.2% | +14.0% |
| 3M | +9.7% | +35.2% | -25.5% | +10.4% |
| 6M | +12.8% | +42.2% | -29.5% | +13.7% |
| YTD | +22.3% | +3.6% | +18.8% | +22.8% |
| 1Y | +26.3% | -4.8% | +31.0% | +26.7% |
| 3Y | +45.0% | +48.3% | -3.3% | +45.0% |
| All | +82.9% | -19.6% | +102.6% | +78.4% |
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