+12.1%
EW vs PCOR
-9.2%
+21.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +9.3% | +20.7% | -11.5% | +5.0% |
| 30D | +22.1% | +35.7% | -13.6% | +14.6% |
| 3M | +13.0% | +31.1% | -18.0% | +6.4% |
| 6M | +30.1% | +43.1% | -13.1% | +19.5% |
| YTD | +22.0% | +4.8% | +17.2% | +18.3% |
| 1Y | +23.7% | -3.7% | +27.4% | +22.1% |
| 3Y | +62.0% | +46.5% | +15.4% | +39.0% |
| 5Y | -12.4% | -17.3% | +4.9% | -21.1% |
| All | +12.1% | -9.2% | +21.3% | +1.3% |
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 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