-20.7%
PCOR vs EOSE
-40.3%
+19.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.0% | -3.4% |
| 7D | -6.9% | +41.4% | -48.4% | -8.0% |
| 30D | -1.5% | +3.6% | -5.2% | -1.7% |
| 3M | +18.5% | -35.7% | +54.2% | +19.5% |
| 6M | -4.7% | -29.9% | +25.2% | -3.6% |
| YTD | -22.8% | -62.5% | +39.7% | -21.1% |
| 1Y | -20.7% | -37.4% | +16.7% | -10.1% |
| All | -20.7% | -40.3% | +19.5% | -10.1% |
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