-14.6%
PCOR vs ES
+29.7%
-44.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -9.0% | +0.3% | -9.3% | -9.0% |
| 30D | +4.2% | -2.0% | +6.1% | +4.4% |
| 3M | +14.4% | +1.7% | +12.7% | +14.2% |
| 6M | +0.2% | -3.5% | +3.7% | +0.7% |
| YTD | -20.3% | +7.9% | -28.2% | -21.4% |
| 1Y | -16.1% | +17.2% | -33.3% | -18.8% |
| All | -14.6% | +29.7% | -44.3% | -23.3% |
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