-41.4%
PCOR vs EAT
+350.4%
-391.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.8% | -4.4% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | +4.2% | +1.9% | +2.3% | +2.9% |
| 3M | +14.4% | +68.7% | -54.2% | -3.7% |
| 6M | +0.2% | +66.9% | -66.7% | -17.2% |
| YTD | -20.3% | +60.4% | -80.7% | -33.8% |
| 1Y | -16.1% | +44.0% | -60.1% | -28.3% |
| 3Y | -14.7% | +604.7% | -619.4% | -64.8% |
| All | -41.4% | +350.4% | -391.8% | -75.1% |
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 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