+119.1%
EWT vs PCOR
-10.3%
+129.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -11.7% | +22.7% | -34.5% | -14.8% |
| 30D | -23.2% | +37.5% | -60.7% | -27.3% |
| 3M | -12.5% | +35.2% | -47.7% | -17.2% |
| 6M | -5.9% | +42.2% | -48.2% | -12.2% |
| YTD | +40.5% | +3.6% | +36.9% | +37.6% |
| 1Y | +43.7% | -4.8% | +48.5% | +43.1% |
| 3Y | +136.6% | +48.3% | +88.3% | +112.3% |
| 5Y | +105.1% | -20.1% | +125.2% | +87.0% |
| All | +119.1% | -10.3% | +129.5% | +101.3% |
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