-14.1%
PCOR vs EL
-61.0%
+46.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.5% |
| 7D | +23.7% | -1.1% | +24.8% | +24.4% |
| 30D | +39.0% | +15.3% | +23.7% | +32.1% |
| 3M | +35.8% | +24.2% | +11.5% | +24.9% |
| 6M | +38.2% | +30.9% | +7.4% | +23.6% |
| YTD | +3.9% | +3.9% | +0.1% | -1.1% |
| 1Y | +5.7% | +19.9% | -14.2% | -5.7% |
| 3Y | +44.8% | +2.5% | +42.3% | +24.8% |
| 5Y | -19.8% | -66.7% | +47.0% | +44.7% |
| All | -14.1% | -61.0% | +46.9% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling