-66.1%
ETSY vs PCOR
-43.2%
-22.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.7% | -3.2% |
| 7D | -10.9% | -6.9% | -4.0% | -7.4% |
| 30D | -14.9% | -1.5% | -13.3% | -14.6% |
| 3M | +5.8% | +18.5% | -12.7% | -5.1% |
| 6M | +29.1% | -4.7% | +33.8% | +27.8% |
| YTD | +31.3% | -22.8% | +54.1% | +44.4% |
| 1Y | +25.1% | -20.7% | +45.8% | +34.2% |
| 3Y | +8.5% | -14.6% | +23.0% | -0.1% |
| 5Y | -66.1% | -40.7% | -25.3% | -65.6% |
| All | -66.1% | -43.2% | -22.9% | -65.6% |
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