-4.8%
PCOR vs EFV
+20.2%
-24.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +22.7% | -0.7% | +23.4% | +22.9% |
| 30D | +37.5% | +0.9% | +36.6% | +37.6% |
| 3M | +35.2% | -3.6% | +38.7% | +35.5% |
| 6M | +42.2% | +2.5% | +39.7% | +43.2% |
| YTD | +3.6% | +13.2% | -9.6% | -1.5% |
| 1Y | -4.8% | +20.3% | -25.1% | -15.5% |
| All | -4.8% | +20.2% | -24.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling