-16.1%
PCOR vs ESI
+44.5%
-60.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -4.2% |
| 7D | -9.0% | +3.3% | -12.3% | -8.9% |
| 30D | +4.2% | -5.9% | +10.0% | +4.1% |
| 3M | +14.4% | -14.1% | +28.5% | +13.5% |
| 6M | +0.2% | +6.6% | -6.4% | -6.2% |
| YTD | -20.3% | +45.0% | -65.3% | -35.3% |
| 1Y | -16.1% | +41.5% | -57.6% | -31.0% |
| All | -16.1% | +44.5% | -60.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling