-36.2%
PCOR vs EOSE
-67.7%
+31.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.0% | -4.0% |
| 7D | -6.9% | +41.4% | -48.4% | -9.7% |
| 30D | -1.5% | +3.6% | -5.2% | -2.3% |
| 3M | +18.5% | -35.7% | +54.2% | +21.3% |
| 6M | -4.7% | -29.9% | +25.2% | -4.5% |
| YTD | -22.8% | -62.5% | +39.7% | -20.0% |
| 1Y | -20.7% | -37.4% | +16.7% | -22.7% |
| 3Y | -14.6% | +55.8% | -70.4% | -30.5% |
| 5Y | -40.7% | -67.8% | +27.1% | -52.6% |
| All | -36.2% | -67.7% | +31.5% | -49.5% |
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