+60.9%
EFA vs PCOR
-30.9%
+91.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.7% |
| 7D | +0.6% | -9.0% | +9.5% | +1.8% |
| 30D | +0.9% | +4.2% | -3.3% | +0.2% |
| 3M | +4.9% | +14.4% | -9.5% | +2.6% |
| 6M | +8.6% | +0.2% | +8.4% | +7.4% |
| YTD | +14.6% | -20.3% | +34.9% | +17.0% |
| 1Y | +22.6% | -16.1% | +38.8% | +23.7% |
| 3Y | +66.5% | -14.7% | +81.2% | +63.3% |
| 5Y | +54.5% | -43.2% | +97.7% | +48.6% |
| All | +60.9% | -30.9% | +91.8% | +55.1% |
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