-14.4%
PCOR vs EL
-60.1%
+45.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | +22.7% | +0.8% | +22.0% | +22.5% |
| 30D | +37.5% | +16.5% | +20.9% | +30.1% |
| 3M | +35.2% | +29.2% | +6.0% | +22.5% |
| 6M | +42.2% | +27.9% | +14.3% | +28.4% |
| YTD | +3.6% | +6.2% | -2.6% | -2.3% |
| 1Y | -4.8% | +27.2% | -31.9% | -16.9% |
| 3Y | +48.3% | +3.2% | +45.1% | +28.0% |
| 5Y | -20.1% | -66.0% | +45.9% | +43.0% |
| All | -14.4% | -60.1% | +45.7% | +57.9% |
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