-26.0%
PCOR vs WETO
-99.4%
+73.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | -6.9% | -57.2% | +50.3% | -7.4% |
| 30D | -1.5% | -48.8% | +47.2% | -0.9% |
| 3M | +18.5% | -97.7% | +116.2% | +21.4% |
| 6M | -4.7% | -94.3% | +89.6% | -4.1% |
| YTD | -22.8% | -97.0% | +74.3% | -21.7% |
| 1Y | -20.7% | -98.9% | +78.2% | -18.8% |
| All | -26.0% | -99.4% | +73.4% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling