+48.3%
PCOR vs ET
+73.7%
-25.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +22.7% | -7.9% | +30.6% | +26.8% |
| 30D | +37.5% | -5.9% | +43.4% | +40.4% |
| 3M | +35.2% | -5.2% | +40.4% | +37.2% |
| 6M | +42.2% | +0.3% | +42.0% | +39.4% |
| YTD | +3.6% | +23.1% | -19.5% | -12.0% |
| 1Y | -4.8% | +22.7% | -27.5% | -19.0% |
| 3Y | +48.3% | +75.4% | -27.0% | -2.9% |
| All | +48.3% | +73.7% | -25.4% | -2.9% |
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