+28.3%
EWZ vs PCOR
-10.0%
+38.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +19.7% | -18.0% | -0.6% |
| 7D | -4.1% | +21.8% | -25.9% | -6.4% |
| 30D | -25.0% | +39.5% | -64.5% | -28.0% |
| 3M | -10.6% | +35.2% | -45.9% | -14.2% |
| 6M | -16.6% | +21.7% | -38.3% | -19.2% |
| YTD | +2.5% | +3.9% | -1.5% | +0.9% |
| 1Y | +8.1% | +6.9% | +1.1% | +5.8% |
| 3Y | +20.4% | +44.8% | -24.4% | +11.2% |
| 5Y | +62.7% | -21.9% | +84.6% | +56.9% |
| All | +28.3% | -10.0% | +38.3% | +22.2% |
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