+48.6%
PCOR vs ET
+84.2%
-35.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | +2.5% | +0.5% | +2.0% |
| 30D | +38.7% | -2.5% | +41.1% | +39.4% |
| 3M | +24.9% | -4.9% | +29.7% | +26.9% |
| 6M | +68.8% | -0.1% | +68.9% | +66.5% |
| YTD | +6.7% | +26.2% | -19.5% | -10.4% |
| 1Y | +3.0% | +25.2% | -22.2% | -13.1% |
| 3Y | +48.6% | +84.2% | -35.6% | -8.3% |
| All | +48.6% | +84.2% | -35.6% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling