-11.8%
PCOR vs EOSE
-85.6%
+73.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.1% |
| 7D | +3.0% | +9.8% | -6.7% | +2.1% |
| 30D | +38.7% | -2.1% | +40.7% | +38.3% |
| 3M | +24.9% | -54.1% | +78.9% | +31.0% |
| 6M | +68.8% | -76.9% | +145.7% | +85.1% |
| YTD | +6.7% | -83.3% | +90.0% | +16.7% |
| 1Y | +3.0% | -87.4% | +90.4% | +15.1% |
| 3Y | +48.6% | +61.9% | -13.3% | +17.9% |
| 5Y | -12.7% | -82.1% | +69.4% | -26.6% |
| All | -11.8% | -85.6% | +73.8% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling