+6.9%
PCOR vs EL
+25.6%
-18.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +6.3% | +13.4% | +18.3% |
| 7D | +21.8% | +2.5% | +19.3% | +21.2% |
| 30D | +39.5% | +20.1% | +19.4% | +35.4% |
| 3M | +35.2% | +29.3% | +6.0% | +29.7% |
| 6M | +21.7% | +38.8% | -17.0% | +15.6% |
| YTD | +3.9% | +8.1% | -4.2% | +1.1% |
| 1Y | +6.9% | +22.3% | -15.4% | +5.7% |
| All | +6.9% | +25.6% | -18.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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