+18.1%
EWZ vs PCOR
+44.3%
-26.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.2% | +23.7% | -27.9% | -6.5% |
| 30D | -26.1% | +39.0% | -65.1% | -28.8% |
| 3M | -12.0% | +35.8% | -47.8% | -15.3% |
| 6M | -19.3% | +38.2% | -57.5% | -22.6% |
| YTD | +0.9% | +3.9% | -3.0% | +0.7% |
| 1Y | +3.4% | +5.7% | -2.3% | +2.6% |
| All | +18.1% | +44.3% | -26.2% | +6.0% |
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