+77.3%
EQX vs PCOR
-43.2%
+120.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -0.8% |
| 7D | +3.8% | -6.9% | +10.7% | +5.1% |
| 30D | +9.4% | -1.5% | +10.9% | +9.5% |
| 3M | +16.8% | +18.5% | -1.7% | +13.0% |
| 6M | -23.7% | -4.7% | -19.0% | -24.0% |
| YTD | -9.6% | -22.8% | +13.2% | -6.7% |
| 1Y | +29.1% | -20.7% | +49.8% | +32.2% |
| 3Y | +175.3% | -14.6% | +189.9% | +167.1% |
| 5Y | +77.3% | -40.7% | +118.0% | +59.3% |
| All | +77.3% | -43.2% | +120.4% | +59.3% |
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