-13.1%
PCOR vs EAT
+232.1%
-245.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +22.2% | -3.9% | +26.1% | +23.8% |
| 30D | +36.0% | +5.0% | +31.0% | +33.8% |
| 3M | +34.0% | -9.6% | +43.6% | +36.4% |
| 6M | +43.5% | +46.8% | -3.3% | +25.6% |
| YTD | +5.1% | +41.8% | -36.7% | -9.4% |
| 1Y | -3.9% | +98.3% | -102.2% | -26.9% |
| 3Y | +52.9% | +503.1% | -450.1% | -29.9% |
| 5Y | -18.7% | +356.7% | -375.3% | -63.2% |
| All | -13.1% | +232.1% | -245.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling