+19.0%
EWZ vs PCOR
+43.8%
-24.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -1.5% | +22.7% | -24.2% | -3.8% |
| 30D | -24.5% | +37.5% | -62.0% | -27.2% |
| 3M | -10.7% | +35.2% | -45.9% | -14.0% |
| 6M | -19.1% | +42.2% | -61.3% | -22.7% |
| YTD | +1.6% | +3.6% | -1.9% | +1.4% |
| 1Y | +4.3% | -4.8% | +9.0% | +5.6% |
| 3Y | +19.0% | +48.3% | -29.4% | +6.8% |
| All | +19.0% | +43.8% | -24.8% | +6.8% |
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