+127.1%
ETR vs PCOR
-43.0%
+170.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.4% |
| 7D | +1.4% | -9.0% | +10.4% | +1.7% |
| 30D | +1.0% | +4.2% | -3.2% | +0.8% |
| 3M | -1.3% | +14.4% | -15.7% | -1.7% |
| 6M | +1.9% | +0.2% | +1.7% | +1.8% |
| YTD | +18.2% | -20.3% | +38.4% | +19.2% |
| 1Y | +24.7% | -16.1% | +40.8% | +25.3% |
| 3Y | +150.7% | -14.7% | +165.4% | +149.3% |
| All | +127.1% | -43.0% | +170.2% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling