-14.4%
PCOR vs ES
+3.4%
-17.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +22.7% | +1.9% | +20.8% | +22.4% |
| 30D | +37.5% | +7.1% | +30.4% | +35.8% |
| 3M | +35.2% | -1.9% | +37.1% | +35.6% |
| 6M | +42.2% | +4.4% | +37.9% | +40.9% |
| YTD | +3.6% | +7.3% | -3.8% | +1.6% |
| 1Y | -4.8% | +2.1% | -6.9% | -5.8% |
| 3Y | +48.3% | +41.8% | +6.5% | +33.8% |
| 5Y | -20.1% | +1.4% | -21.5% | -20.7% |
| All | -14.4% | +3.4% | -17.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling