+85.9%
ED vs PCOR
-10.0%
+95.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.2% | +23.7% | -18.5% | +5.6% |
| 30D | +15.5% | +39.0% | -23.5% | +16.3% |
| 3M | +13.0% | +35.8% | -22.7% | +13.8% |
| 6M | +13.1% | +38.2% | -25.1% | +14.0% |
| YTD | +25.3% | +3.9% | +21.4% | +25.8% |
| 1Y | +30.5% | +5.7% | +24.9% | +31.1% |
| 3Y | +49.3% | +44.8% | +4.6% | +49.8% |
| 5Y | +84.6% | -19.8% | +104.3% | +81.0% |
| All | +85.9% | -10.0% | +95.9% | +83.6% |
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