-14.1%
PCOR vs EAT
+247.0%
-261.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | +23.7% | -3.3% | +27.0% | +25.0% |
| 30D | +39.0% | +11.7% | +27.3% | +34.3% |
| 3M | +35.8% | -5.9% | +41.6% | +36.6% |
| 6M | +38.2% | +46.7% | -8.5% | +21.0% |
| YTD | +3.9% | +48.2% | -44.2% | -11.5% |
| 1Y | +5.7% | +105.4% | -99.8% | -20.4% |
| 3Y | +44.8% | +502.8% | -458.0% | -33.3% |
| 5Y | -19.8% | +376.3% | -396.1% | -64.2% |
| All | -14.1% | +247.0% | -261.1% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling