-41.4%
PCOR vs ET
+232.1%
-273.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +14.4% | +11.4% | +3.0% | +8.4% |
| 6M | +0.2% | +18.5% | -18.4% | -8.6% |
| YTD | -20.3% | +37.4% | -57.6% | -32.9% |
| 1Y | -16.1% | +30.9% | -47.1% | -27.7% |
| 3Y | -14.7% | +98.7% | -113.4% | -39.8% |
| All | -41.4% | +232.1% | -273.5% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling