-14.1%
PCOR vs ES
+6.4%
-20.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | +23.7% | +5.9% | +17.8% | +22.4% |
| 30D | +39.0% | +10.2% | +28.8% | +36.5% |
| 3M | +35.8% | +0.4% | +35.3% | +35.5% |
| 6M | +38.2% | +6.9% | +31.4% | +36.3% |
| YTD | +3.9% | +10.5% | -6.6% | +1.4% |
| 1Y | +5.7% | +3.2% | +2.5% | +4.4% |
| 3Y | +44.8% | +49.0% | -4.3% | +29.3% |
| 5Y | -19.8% | +4.5% | -24.2% | -20.9% |
| All | -14.1% | +6.4% | -20.5% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling