+48.3%
PCOR vs EOSE
-16.7%
+65.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.1% | 0.0% |
| 7D | +22.7% | -7.9% | +30.7% | +23.2% |
| 30D | +37.5% | -43.9% | +81.3% | +40.8% |
| 3M | +35.2% | -55.8% | +91.0% | +39.5% |
| 6M | +42.2% | -73.4% | +115.6% | +49.2% |
| YTD | +3.6% | -84.8% | +88.4% | +10.3% |
| 1Y | -4.8% | -88.6% | +83.9% | +2.9% |
| 3Y | +48.3% | -2.8% | +51.1% | +33.0% |
| All | +48.3% | -16.7% | +65.1% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling