-58.7%
ETSY vs PCOR
-35.6%
-23.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.4% |
| 7D | -12.9% | -9.0% | -3.9% | -8.5% |
| 30D | -11.5% | -7.0% | -4.5% | -8.5% |
| 3M | +3.5% | +18.3% | -14.8% | -6.8% |
| 6M | +27.6% | -7.8% | +35.4% | +28.5% |
| YTD | +28.4% | -25.6% | +54.0% | +43.4% |
| 1Y | +27.1% | -22.7% | +49.8% | +37.7% |
| 3Y | +6.0% | -17.7% | +23.7% | +0.4% |
| 5Y | -67.1% | -42.0% | -25.1% | -67.4% |
| All | -58.7% | -35.6% | -23.1% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling