-34.1%
PCOR vs EOSE
-70.8%
+36.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.1% | -5.1% |
| 7D | -9.0% | +19.0% | -28.0% | -10.4% |
| 30D | +4.2% | +1.6% | +2.6% | +3.6% |
| 3M | +14.4% | -52.0% | +66.4% | +20.0% |
| 6M | +0.2% | -42.5% | +42.7% | +2.1% |
| YTD | -20.3% | -66.1% | +45.9% | -16.6% |
| 1Y | -16.1% | -47.1% | +31.0% | -17.0% |
| 3Y | -14.7% | +0.8% | -15.5% | -27.6% |
| 5Y | -43.2% | -71.7% | +28.5% | -54.1% |
| All | -34.1% | -70.8% | +36.7% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling