+60.0%
EFA vs PCOR
-33.1%
+93.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.1% |
| 7D | +1.2% | -6.9% | +8.1% | +2.1% |
| 30D | -0.7% | -1.5% | +0.8% | -0.7% |
| 3M | +6.4% | +18.5% | -12.1% | +3.6% |
| 6M | +11.4% | -4.7% | +16.0% | +11.0% |
| YTD | +14.0% | -22.8% | +36.8% | +16.8% |
| 1Y | +20.2% | -20.7% | +40.9% | +22.3% |
| 3Y | +68.2% | -14.6% | +82.8% | +64.7% |
| 5Y | +54.8% | -40.7% | +95.6% | +49.2% |
| All | +60.0% | -33.1% | +93.1% | +54.9% |
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