-15.0%
EW vs PCOR
-22.6%
+7.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +6.8% | +23.7% | -16.9% | +1.9% |
| 30D | +16.6% | +39.0% | -22.4% | +8.7% |
| 3M | +13.3% | +35.8% | -22.4% | +5.6% |
| 6M | +21.6% | +38.2% | -16.6% | +12.2% |
| YTD | +18.3% | +3.9% | +14.3% | +14.8% |
| 1Y | +21.7% | +5.7% | +16.0% | +17.4% |
| 3Y | +50.3% | +44.8% | +5.5% | +27.9% |
| 5Y | -15.0% | -19.8% | +4.8% | -19.2% |
| All | -15.0% | -22.6% | +7.6% | -19.2% |
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