-47.8%
ETSY vs PCOR
-10.3%
-37.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +1.1% | +22.7% | -21.6% | -9.4% |
| 30D | +25.8% | +37.5% | -11.7% | +6.6% |
| 3M | +9.3% | +35.2% | -25.9% | -7.5% |
| 6M | +38.4% | +42.2% | -3.8% | +12.0% |
| YTD | +62.2% | +3.6% | +58.7% | +51.8% |
| 1Y | +58.3% | -4.8% | +63.1% | +55.2% |
| 3Y | +42.6% | +48.3% | -5.8% | -2.1% |
| 5Y | -65.4% | -20.1% | -45.4% | -71.1% |
| All | -47.8% | -10.3% | -37.5% | -57.7% |
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 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