+6.9%
PCOR vs ESI
+27.8%
-20.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -4.6% | +24.3% | +19.1% |
| 7D | +21.8% | -6.6% | +28.4% | +21.0% |
| 30D | +39.5% | -10.9% | +50.5% | +38.2% |
| 3M | +35.2% | -13.8% | +49.1% | +33.9% |
| 6M | +21.7% | -21.5% | +43.3% | +19.2% |
| YTD | +3.9% | +34.7% | -30.7% | -12.3% |
| 1Y | +6.9% | +24.9% | -18.0% | -6.8% |
| All | +6.9% | +27.8% | -20.9% | -6.8% |
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