-13.1%
PCOR vs ESI
+59.6%
-72.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | -0.8% |
| 7D | +22.2% | -3.5% | +25.7% | +23.2% |
| 30D | +36.0% | -9.3% | +45.3% | +40.3% |
| 3M | +34.0% | -12.8% | +46.8% | +39.4% |
| 6M | +43.5% | -24.6% | +68.1% | +54.7% |
| YTD | +5.1% | +32.7% | -27.6% | -25.4% |
| 1Y | -3.9% | +20.3% | -24.2% | -27.2% |
| 3Y | +52.9% | +80.2% | -27.3% | -16.3% |
| 5Y | -18.7% | +40.0% | -58.6% | -49.2% |
| All | -13.1% | +59.6% | -72.7% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling