-14.6%
EW vs PCOR
-19.6%
+5.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | +22.7% | -11.7% | +6.2% |
| 30D | +19.1% | +37.5% | -18.4% | +11.2% |
| 3M | +14.4% | +35.2% | -20.8% | +6.7% |
| 6M | +22.8% | +42.2% | -19.5% | +12.6% |
| YTD | +19.8% | +3.6% | +16.3% | +16.4% |
| 1Y | +23.9% | -4.8% | +28.7% | +22.6% |
| 3Y | +52.2% | +48.3% | +3.9% | +28.7% |
| All | -14.6% | -19.6% | +5.1% | -18.4% |
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