+48.9%
PCOR vs ESI
+64.8%
-15.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | +2.2% |
| 7D | +23.7% | -13.1% | +36.8% | +28.0% |
| 30D | +39.0% | -18.5% | +57.5% | +46.2% |
| 3M | +35.8% | -19.6% | +55.3% | +42.7% |
| 6M | +38.2% | -29.8% | +68.0% | +48.4% |
| YTD | +3.9% | +23.9% | -20.0% | -22.8% |
| 1Y | +5.7% | +15.0% | -9.3% | -17.9% |
| All | +48.9% | +64.8% | -15.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling