+195.3%
EQT vs PCOR
-42.7%
+238.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.8% | -0.4% |
| 7D | -2.0% | -9.0% | +7.0% | -0.8% |
| 30D | +1.0% | -7.0% | +8.0% | +1.8% |
| 3M | +4.0% | +18.3% | -14.3% | +1.1% |
| 6M | -11.7% | -7.8% | -3.9% | -11.6% |
| YTD | +2.8% | -25.6% | +28.4% | +6.0% |
| 1Y | +10.0% | -22.7% | +32.7% | +12.4% |
| 3Y | +34.1% | -17.7% | +51.8% | +32.5% |
| 5Y | +195.3% | -42.0% | +237.3% | +175.1% |
| All | +195.3% | -42.7% | +238.0% | +175.1% |
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 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