-41.4%
PCOR vs ESI
+72.3%
-113.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -5.7% |
| 7D | -9.0% | +3.3% | -12.3% | -10.5% |
| 30D | +4.2% | -5.9% | +10.0% | +6.9% |
| 3M | +14.4% | -14.1% | +28.5% | +18.8% |
| 6M | +0.2% | +6.6% | -6.4% | -12.8% |
| YTD | -20.3% | +45.0% | -65.3% | -45.1% |
| 1Y | -16.1% | +41.5% | -57.6% | -41.8% |
| 3Y | -14.7% | +78.8% | -93.5% | -52.1% |
| All | -41.4% | +72.3% | -113.7% | -67.9% |
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