+52.2%
EW vs PCOR
+43.8%
+8.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | +22.7% | -11.7% | +7.7% |
| 30D | +19.1% | +37.5% | -18.4% | +13.7% |
| 3M | +14.4% | +35.2% | -20.8% | +9.1% |
| 6M | +22.8% | +42.2% | -19.5% | +15.8% |
| YTD | +19.8% | +3.6% | +16.3% | +17.7% |
| 1Y | +23.9% | -4.8% | +28.7% | +23.3% |
| 3Y | +52.2% | +48.3% | +3.9% | +34.0% |
| All | +52.2% | +43.8% | +8.4% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling