-41.4%
PCOR vs EOSE
-71.7%
+30.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.1% | -5.1% |
| 7D | -9.0% | +19.0% | -28.0% | -10.5% |
| 30D | +4.2% | +1.6% | +2.6% | +3.6% |
| 3M | +14.4% | -52.0% | +66.4% | +20.2% |
| 6M | +0.2% | -42.5% | +42.7% | +2.2% |
| YTD | -20.3% | -66.1% | +45.9% | -16.5% |
| 1Y | -16.1% | -47.1% | +31.0% | -17.1% |
| 3Y | -14.7% | +0.8% | -15.5% | -28.1% |
| All | -41.4% | -71.7% | +30.3% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling