+154.1%
ETR vs PCOR
-9.0%
+163.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | +1.7% | +22.2% | -20.5% | +1.3% |
| 30D | +8.7% | +36.0% | -27.3% | +8.0% |
| 3M | +4.9% | +34.0% | -29.1% | +4.2% |
| 6M | +0.8% | +43.5% | -42.7% | -0.1% |
| YTD | +23.1% | +5.1% | +18.0% | +23.3% |
| 1Y | +17.9% | -3.9% | +21.8% | +18.5% |
| 3Y | +154.5% | +52.9% | +101.6% | +150.1% |
| 5Y | +160.3% | -18.7% | +178.9% | +144.8% |
| All | +154.1% | -9.0% | +163.1% | +142.9% |
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