+48.9%
PCOR vs ES
+47.6%
+1.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.1% | +17.6% | +19.3% |
| 7D | +21.8% | +5.3% | +16.5% | +21.0% |
| 30D | +39.5% | +8.9% | +30.6% | +37.8% |
| 3M | +35.2% | -1.9% | +37.2% | +35.5% |
| 6M | +21.7% | +3.9% | +17.9% | +21.0% |
| YTD | +3.9% | +8.3% | -4.3% | +2.1% |
| 1Y | +6.9% | -0.1% | +7.1% | +6.5% |
| All | +48.9% | +47.6% | +1.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling