+153.9%
ETR vs PCOR
-9.2%
+163.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.6% | +20.7% | -18.2% | +2.1% |
| 30D | +8.7% | +35.7% | -27.0% | +8.0% |
| 3M | +6.4% | +31.1% | -24.7% | +5.7% |
| 6M | +0.7% | +43.1% | -42.4% | -0.1% |
| YTD | +23.0% | +4.8% | +18.2% | +23.2% |
| 1Y | +17.9% | -3.7% | +21.6% | +18.5% |
| 3Y | +154.9% | +46.5% | +108.4% | +150.8% |
| 5Y | +157.3% | -17.3% | +174.5% | +142.5% |
| All | +153.9% | -9.2% | +163.1% | +142.7% |
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