+136.6%
EWT vs PCOR
+43.8%
+92.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -11.7% | +22.7% | -34.5% | -14.5% |
| 30D | -23.2% | +37.5% | -60.7% | -27.0% |
| 3M | -12.5% | +35.2% | -47.7% | -16.9% |
| 6M | -5.9% | +42.2% | -48.2% | -11.6% |
| YTD | +40.5% | +3.6% | +36.9% | +40.4% |
| 1Y | +43.7% | -4.8% | +48.5% | +46.8% |
| 3Y | +136.6% | +48.3% | +88.3% | +112.1% |
| All | +136.6% | +43.8% | +92.8% | +112.1% |
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