-14.2%
PCOR vs EOSE
+40.6%
-54.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.1% | -4.8% |
| 7D | -9.0% | +19.0% | -28.0% | -9.8% |
| 30D | +4.2% | +1.6% | +2.6% | +3.9% |
| 3M | +14.4% | -52.0% | +66.4% | +17.6% |
| 6M | +0.2% | -42.5% | +42.7% | +1.6% |
| YTD | -20.3% | -66.1% | +45.9% | -17.9% |
| 1Y | -16.1% | -47.1% | +31.0% | -16.2% |
| All | -14.2% | +40.6% | -54.7% | -26.7% |
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