+160.5%
ETR vs PCOR
-19.6%
+180.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.4% | +22.7% | -22.3% | -0.2% |
| 30D | +7.5% | +37.5% | -29.9% | +6.5% |
| 3M | +4.4% | +35.2% | -30.8% | +3.4% |
| 6M | -1.5% | +42.2% | -43.8% | -2.7% |
| YTD | +21.8% | +3.6% | +18.2% | +21.9% |
| 1Y | +18.4% | -4.8% | +23.1% | +19.0% |
| 3Y | +148.5% | +48.3% | +100.2% | +141.9% |
| All | +160.5% | -19.6% | +180.2% | +148.9% |
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 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