-11.9%
PCOR vs ESI
+64.9%
-76.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.1% |
| 7D | +2.5% | +1.8% | +0.7% | +1.4% |
| 30D | +37.9% | -6.6% | +44.5% | +40.4% |
| 3M | +32.0% | -9.4% | +41.3% | +34.9% |
| 6M | +54.7% | -24.1% | +78.9% | +67.2% |
| YTD | +6.6% | +37.1% | -30.6% | -25.4% |
| 1Y | -1.7% | +24.5% | -26.2% | -26.7% |
| 3Y | +49.0% | +83.2% | -34.2% | -18.7% |
| 5Y | -12.5% | +44.0% | -56.5% | -46.1% |
| All | -11.9% | +64.9% | -76.8% | -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