-13.3%
PCOR vs EAT
+218.5%
-231.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.9% |
| 7D | +20.7% | -5.9% | +26.6% | +23.0% |
| 30D | +35.7% | +0.7% | +35.0% | +35.0% |
| 3M | +31.1% | -14.2% | +45.3% | +35.3% |
| 6M | +43.1% | +40.7% | +2.4% | +26.8% |
| YTD | +4.8% | +36.0% | -31.1% | -8.6% |
| 1Y | -3.7% | +83.1% | -86.7% | -24.8% |
| 3Y | +46.5% | +474.8% | -428.3% | -31.9% |
| 5Y | -17.3% | +347.6% | -364.9% | -62.3% |
| All | -13.3% | +218.5% | -231.8% | -58.6% |
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