-34.1%
PCOR vs EL
-62.3%
+28.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.2% | -5.3% |
| 7D | -9.0% | +0.8% | -9.8% | -9.3% |
| 30D | +4.2% | +19.8% | -15.7% | -3.0% |
| 3M | +14.4% | +25.7% | -11.3% | +4.6% |
| 6M | +0.2% | +5.4% | -5.3% | -3.8% |
| YTD | -20.3% | +0.2% | -20.5% | -23.2% |
| 1Y | -16.1% | +20.4% | -36.6% | -25.8% |
| 3Y | -14.7% | -32.1% | +17.4% | -6.8% |
| 5Y | -43.2% | -67.2% | +24.0% | +0.3% |
| All | -34.1% | -62.3% | +28.3% | +24.1% |
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