-14.6%
PCOR vs ET
+98.0%
-112.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.4% |
| 7D | -9.0% | +0.9% | -9.9% | -9.4% |
| 30D | +4.2% | +7.5% | -3.3% | +0.4% |
| 3M | +14.4% | +11.4% | +3.0% | +8.3% |
| 6M | +0.2% | +18.5% | -18.4% | -9.0% |
| YTD | -20.3% | +37.4% | -57.6% | -33.9% |
| 1Y | -16.1% | +30.9% | -47.1% | -28.5% |
| All | -14.6% | +98.0% | -112.6% | -32.5% |
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