-48.7%
ETSY vs PCOR
-9.0%
-39.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | -4.3% | +22.2% | -26.5% | -14.1% |
| 30D | +15.3% | +36.0% | -20.7% | -1.8% |
| 3M | +3.4% | +34.0% | -30.6% | -12.1% |
| 6M | +37.4% | +43.5% | -6.1% | +10.7% |
| YTD | +59.5% | +5.1% | +54.4% | +48.1% |
| 1Y | +49.7% | -3.9% | +53.6% | +46.1% |
| 3Y | +42.6% | +52.9% | -10.3% | -3.6% |
| 5Y | -65.8% | -18.7% | -47.2% | -71.6% |
| All | -48.7% | -9.0% | -39.7% | -58.7% |
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