+55.8%
EFA vs PCOR
-9.0%
+64.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.8% |
| 7D | +1.2% | +22.2% | -21.0% | -1.5% |
| 30D | +1.5% | +36.0% | -34.5% | -2.7% |
| 3M | -3.3% | +34.0% | -37.3% | -7.4% |
| 6M | +2.6% | +43.5% | -40.9% | -3.0% |
| YTD | +11.0% | +5.1% | +5.9% | +9.0% |
| 1Y | +15.1% | -3.9% | +19.1% | +14.5% |
| 3Y | +67.6% | +52.9% | +14.7% | +51.5% |
| 5Y | +50.5% | -18.7% | +69.2% | +39.1% |
| All | +55.8% | -9.0% | +64.8% | +44.5% |
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