-12.2%
PCOR vs EL
-59.9%
+47.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +1.1% |
| 30D | +37.4% | +10.8% | +26.6% | +32.5% |
| 3M | +33.2% | +26.5% | +6.7% | +21.7% |
| 6M | +60.6% | +31.1% | +29.5% | +43.7% |
| YTD | +6.2% | +6.6% | -0.5% | 0.0% |
| 1Y | -1.1% | +21.8% | -22.9% | -12.1% |
| 3Y | +48.4% | +1.8% | +46.6% | +29.1% |
| 5Y | -13.1% | -65.6% | +52.5% | +54.6% |
| All | -12.2% | -59.9% | +47.7% | +61.6% |
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