-16.1%
PCOR vs EOSE
-49.1%
+32.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.1% | -4.6% |
| 7D | -9.0% | +19.0% | -28.0% | -9.5% |
| 30D | +4.2% | +1.6% | +2.6% | +4.0% |
| 3M | +14.4% | -52.0% | +66.4% | +16.5% |
| 6M | +0.2% | -42.5% | +42.7% | +2.1% |
| YTD | -20.3% | -66.1% | +45.9% | -18.3% |
| 1Y | -16.1% | -47.1% | +31.0% | -3.8% |
| All | -16.1% | -49.1% | +32.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling