+154.5%
ETR vs PCOR
-7.7%
+162.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | +2.5% | -2.5% | 0.0% |
| 30D | +7.7% | +37.9% | -30.2% | +7.0% |
| 3M | +5.7% | +32.0% | -26.3% | +5.0% |
| 6M | -0.3% | +54.7% | -55.0% | -1.3% |
| YTD | +23.4% | +6.6% | +16.8% | +23.5% |
| 1Y | +18.5% | -1.7% | +20.2% | +19.0% |
| 3Y | +155.6% | +49.0% | +106.6% | +151.3% |
| 5Y | +158.7% | -12.5% | +171.2% | +144.6% |
| All | +154.5% | -7.7% | +162.2% | +143.3% |
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 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