-29.9%
PCOR vs WETO
-99.4%
+69.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -1.6% |
| 7D | -12.2% | -19.9% | +7.7% | -12.3% |
| 30D | -9.4% | -42.7% | +33.3% | -8.9% |
| 3M | +22.2% | -97.7% | +119.9% | +25.3% |
| 6M | -7.3% | -94.4% | +87.1% | -6.7% |
| YTD | -26.8% | -97.0% | +70.1% | -25.8% |
| 1Y | -22.2% | -98.9% | +76.6% | -20.3% |
| All | -29.9% | -99.4% | +69.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling