+151.3%
ETR vs PCOR
-10.3%
+161.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +4.4% | +35.2% | -30.8% | +3.7% |
| 6M | -1.5% | +42.2% | -43.8% | -2.3% |
| YTD | +21.8% | +3.6% | +18.2% | +22.0% |
| 1Y | +18.4% | -4.8% | +23.1% | +19.0% |
| 3Y | +148.5% | +48.3% | +100.2% | +144.4% |
| 5Y | +152.6% | -20.1% | +172.7% | +137.7% |
| All | +151.3% | -10.3% | +161.6% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling