+175.5%
EWT vs PCOR
-30.9%
+206.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +2.6% |
| 7D | +4.0% | -9.0% | +12.9% | +5.5% |
| 30D | +10.3% | +4.2% | +6.1% | +9.3% |
| 3M | +6.1% | +14.4% | -8.3% | +3.2% |
| 6M | +56.6% | +0.2% | +56.5% | +54.7% |
| YTD | +76.6% | -20.3% | +96.8% | +81.2% |
| 1Y | +97.9% | -16.1% | +114.0% | +100.4% |
| 3Y | +198.0% | -14.7% | +212.7% | +192.8% |
| 5Y | +151.8% | -43.2% | +194.9% | +140.3% |
| All | +175.5% | -30.9% | +206.4% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling