+153.0%
EWT vs PCOR
-43.0%
+196.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +2.6% |
| 7D | +4.0% | -9.0% | +12.9% | +5.6% |
| 30D | +10.3% | +4.2% | +6.1% | +9.3% |
| 3M | +6.1% | +14.4% | -8.3% | +3.0% |
| 6M | +56.6% | +0.2% | +56.5% | +54.6% |
| YTD | +76.6% | -20.3% | +96.8% | +81.5% |
| 1Y | +97.9% | -16.1% | +114.0% | +100.5% |
| 3Y | +198.0% | -14.7% | +212.7% | +192.3% |
| All | +153.0% | -43.0% | +196.0% | +145.9% |
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 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