-20.1%
PCOR vs ESI
+28.5%
-48.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | +22.7% | -8.5% | +31.2% | +26.8% |
| 30D | +37.5% | -15.7% | +53.1% | +46.7% |
| 3M | +35.2% | -18.2% | +53.4% | +45.0% |
| 6M | +42.2% | -28.8% | +71.1% | +57.4% |
| YTD | +3.6% | +26.3% | -22.7% | -25.8% |
| 1Y | -4.8% | +18.2% | -23.0% | -28.8% |
| 3Y | +48.3% | +68.1% | -19.8% | -18.8% |
| All | -20.1% | +28.5% | -48.6% | -48.8% |
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 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