+134.9%
EWT vs PCOR
-9.0%
+143.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +7.0% |
| 7D | -5.0% | +22.2% | -27.2% | -8.2% |
| 30D | -16.3% | +36.0% | -52.3% | -20.6% |
| 3M | -7.2% | +34.0% | -41.2% | -12.1% |
| 6M | -0.5% | +43.5% | -44.0% | -7.2% |
| YTD | +50.6% | +5.1% | +45.4% | +47.2% |
| 1Y | +54.8% | -3.9% | +58.8% | +54.0% |
| 3Y | +155.5% | +52.9% | +102.5% | +128.3% |
| 5Y | +116.4% | -18.7% | +135.1% | +96.8% |
| All | +134.9% | -9.0% | +143.9% | +115.2% |
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 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