-13.1%
PCOR vs ESI
+40.6%
-53.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.6% |
| 7D | +2.2% | +8.3% | -6.2% | -1.5% |
| 30D | +37.4% | -10.4% | +47.9% | +42.8% |
| 3M | +33.2% | -13.2% | +46.4% | +39.1% |
| 6M | +60.6% | -23.9% | +84.5% | +72.7% |
| YTD | +6.2% | +34.2% | -28.0% | -26.1% |
| 1Y | -1.1% | +22.2% | -23.3% | -26.6% |
| 3Y | +48.4% | +79.2% | -30.8% | -21.3% |
| 5Y | -13.1% | +38.1% | -51.3% | -42.1% |
| All | -13.1% | +40.6% | -53.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling