+148.5%
ETR vs PCOR
+43.8%
+104.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.4% | +22.7% | -22.3% | +0.1% |
| 30D | +7.5% | +37.5% | -29.9% | +7.1% |
| 3M | +4.4% | +35.2% | -30.8% | +4.0% |
| 6M | -1.5% | +42.2% | -43.8% | -1.9% |
| YTD | +21.8% | +3.6% | +18.2% | +23.2% |
| 1Y | +18.4% | -4.8% | +23.1% | +20.6% |
| 3Y | +148.5% | +48.3% | +100.2% | +140.2% |
| All | +148.5% | +43.8% | +104.7% | +140.2% |
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