+41.0%
EQX vs PCOR
-30.9%
+72.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.6% |
| 7D | -1.4% | -9.0% | +7.6% | +0.2% |
| 30D | +24.4% | +4.2% | +20.2% | +23.4% |
| 3M | +11.6% | +14.4% | -2.8% | +8.7% |
| 6M | -25.0% | +0.2% | -25.2% | -25.9% |
| YTD | -8.4% | -20.3% | +11.9% | -6.1% |
| 1Y | +43.4% | -16.1% | +59.5% | +45.3% |
| 3Y | +162.0% | -14.7% | +176.7% | +154.9% |
| 5Y | +70.1% | -43.2% | +113.3% | +57.3% |
| All | +41.0% | -30.9% | +72.0% | +30.8% |
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