-41.4%
PCOR vs EFV
+96.9%
-138.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.1% |
| 7D | -9.0% | +1.5% | -10.5% | -10.3% |
| 30D | +4.2% | +1.7% | +2.4% | +2.3% |
| 3M | +14.4% | +8.6% | +5.8% | +5.0% |
| 6M | +0.2% | +11.7% | -11.5% | -11.7% |
| YTD | -20.3% | +19.3% | -39.5% | -35.5% |
| 1Y | -16.1% | +30.2% | -46.3% | -38.8% |
| 3Y | -14.7% | +91.6% | -106.3% | -60.4% |
| All | -41.4% | +96.9% | -138.3% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling