+44.7%
EWZ vs PCOR
-14.4%
+59.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +6.5% | -9.0% | +15.5% | +7.4% |
| 30D | +4.8% | +4.2% | +0.7% | +4.3% |
| 3M | +9.9% | +14.4% | -4.5% | +8.2% |
| 6M | +1.9% | +0.2% | +1.8% | +1.3% |
| YTD | +20.3% | -20.3% | +40.6% | +23.4% |
| 1Y | +35.6% | -16.1% | +51.8% | +37.5% |
| All | +44.7% | -14.4% | +59.1% | +44.3% |
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 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