-14.4%
PCOR vs EAT
+237.1%
-251.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | +22.7% | -2.6% | +25.4% | +23.9% |
| 30D | +37.5% | +11.5% | +26.0% | +32.9% |
| 3M | +35.2% | -9.1% | +44.3% | +37.4% |
| 6M | +42.2% | +40.4% | +1.8% | +26.2% |
| YTD | +3.6% | +43.9% | -40.4% | -11.1% |
| 1Y | -4.8% | +101.9% | -106.7% | -27.9% |
| 3Y | +48.3% | +489.9% | -441.5% | -31.3% |
| 5Y | -20.1% | +362.6% | -382.7% | -64.0% |
| All | -14.4% | +237.1% | -251.5% | -59.8% |
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