+156.0%
ETR vs PCOR
+47.4%
+108.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.6% | +20.7% | -18.2% | +2.2% |
| 30D | +8.7% | +35.7% | -27.0% | +8.2% |
| 3M | +6.4% | +31.1% | -24.7% | +5.9% |
| 6M | +0.7% | +43.1% | -42.4% | +0.3% |
| YTD | +23.0% | +4.8% | +18.2% | +24.6% |
| 1Y | +17.9% | -3.7% | +21.6% | +20.1% |
| All | +156.0% | +47.4% | +108.6% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling