-20.1%
PCOR vs EAT
+361.6%
-381.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.7% |
| 3M | +35.2% | -9.1% | +44.3% | +37.5% |
| 6M | +42.2% | +40.4% | +1.8% | +25.2% |
| YTD | +3.6% | +43.9% | -40.4% | -12.0% |
| 1Y | -4.8% | +101.9% | -106.7% | -29.3% |
| 3Y | +48.3% | +489.9% | -441.5% | -37.0% |
| All | -20.1% | +361.6% | -381.7% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling