+35.2%
PCOR vs ESI
-13.5%
+48.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -4.6% | +24.3% | +18.0% |
| 7D | +21.8% | -6.6% | +28.4% | +19.6% |
| 30D | +39.5% | -10.9% | +50.5% | +35.9% |
| 3M | +35.2% | -13.8% | +49.1% | +32.8% |
| All | +35.2% | -13.5% | +48.8% | +32.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling