-3.7%
PCOR vs ESI
+18.3%
-22.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.3% |
| 7D | +20.7% | -6.6% | +27.3% | +19.9% |
| 30D | +35.7% | -9.8% | +45.5% | +34.4% |
| 3M | +31.1% | -11.9% | +43.0% | +29.8% |
| 6M | +43.1% | -25.1% | +68.2% | +40.4% |
| YTD | +4.8% | +31.9% | -27.1% | -13.3% |
| 1Y | -3.7% | +19.2% | -22.9% | -16.2% |
| All | -3.7% | +18.3% | -22.0% | -16.2% |
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