+50.6%
EWZ vs PCOR
-30.9%
+81.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.2% |
| 7D | +6.5% | -9.0% | +15.5% | +7.6% |
| 30D | +4.8% | +4.2% | +0.7% | +4.2% |
| 3M | +9.9% | +14.4% | -4.5% | +7.8% |
| 6M | +1.9% | +0.2% | +1.8% | +1.0% |
| YTD | +20.3% | -20.3% | +40.6% | +22.5% |
| 1Y | +35.6% | -16.1% | +51.8% | +36.7% |
| 3Y | +43.4% | -14.7% | +58.2% | +41.3% |
| 5Y | +55.9% | -43.2% | +99.1% | +57.2% |
| All | +50.6% | -30.9% | +81.6% | +48.4% |
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