+14.0%
EW vs PCOR
-7.7%
+21.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.4% |
| 7D | +6.5% | +2.5% | +3.9% | +6.0% |
| 30D | +22.5% | +37.9% | -15.4% | +14.6% |
| 3M | +13.0% | +32.0% | -19.0% | +6.2% |
| 6M | +37.1% | +54.7% | -17.6% | +24.0% |
| YTD | +24.1% | +6.6% | +17.5% | +20.0% |
| 1Y | +24.2% | -1.7% | +25.9% | +22.2% |
| 3Y | +64.8% | +49.0% | +15.8% | +41.0% |
| 5Y | -7.4% | -12.5% | +5.1% | -17.3% |
| All | +14.0% | -7.7% | +21.7% | +2.7% |
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