-14.6%
PCOR vs EL
-31.7%
+17.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.2% | -4.9% |
| 7D | -9.0% | +0.8% | -9.8% | -9.1% |
| 30D | +4.2% | +19.8% | -15.7% | -0.2% |
| 3M | +14.4% | +25.7% | -11.3% | +8.4% |
| 6M | +0.2% | +5.4% | -5.3% | -2.1% |
| YTD | -20.3% | +0.2% | -20.5% | -21.9% |
| 1Y | -16.1% | +20.4% | -36.6% | -21.9% |
| All | -14.6% | -31.7% | +17.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling