+157.1%
EWT vs PCOR
+50.0%
+107.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +9.1% | +3.0% | +6.1% | +8.7% |
| 30D | -12.2% | +38.7% | -50.9% | -16.6% |
| 3M | -9.4% | +24.9% | -34.3% | -12.7% |
| 6M | +2.7% | +68.8% | -66.1% | -6.5% |
| YTD | +53.3% | +6.7% | +46.6% | +52.7% |
| 1Y | +59.2% | +3.0% | +56.2% | +60.0% |
| 3Y | +157.1% | +48.6% | +108.5% | +129.9% |
| All | +157.1% | +50.0% | +107.1% | +129.9% |
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