-11.8%
PCOR vs EAT
+223.6%
-235.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.0% | -4.0% | +7.0% | +4.2% |
| 30D | +38.7% | -2.9% | +41.6% | +39.5% |
| 3M | +24.9% | -16.9% | +41.7% | +30.6% |
| 6M | +68.8% | +57.0% | +11.8% | +44.6% |
| YTD | +6.7% | +38.2% | -31.5% | -7.4% |
| 1Y | +3.0% | +69.3% | -66.3% | -17.1% |
| 3Y | +48.6% | +483.0% | -434.4% | -31.2% |
| 5Y | -12.7% | +364.1% | -376.8% | -60.5% |
| All | -11.8% | +223.6% | -235.4% | -58.1% |
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