+6.9%
PCOR vs ET
+24.7%
-17.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -3.5% | +23.1% | +17.9% |
| 7D | +21.8% | -6.0% | +27.9% | +19.1% |
| 30D | +39.5% | -6.1% | +45.6% | +36.7% |
| 3M | +35.2% | -2.7% | +37.9% | +33.7% |
| 6M | +21.7% | +0.2% | +21.5% | +20.8% |
| YTD | +3.9% | +24.3% | -20.4% | +9.3% |
| 1Y | +6.9% | +26.4% | -19.4% | +12.6% |
| All | +6.9% | +24.7% | -17.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling