-13.3%
PCOR vs EL
-58.9%
+45.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +20.7% | +7.6% | +13.1% | +17.7% |
| 30D | +35.7% | +15.7% | +20.0% | +28.7% |
| 3M | +31.1% | +30.5% | +0.5% | +18.3% |
| 6M | +43.1% | +32.5% | +10.6% | +27.5% |
| YTD | +4.8% | +9.4% | -4.6% | -2.2% |
| 1Y | -3.7% | +28.4% | -32.0% | -16.1% |
| 3Y | +46.5% | +4.4% | +42.1% | +26.2% |
| 5Y | -17.3% | -64.5% | +47.2% | +45.5% |
| All | -13.3% | -58.9% | +45.5% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling