-28.7%
PCOR vs WETO
-99.4%
+70.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -3.7% |
| 7D | -9.0% | -38.7% | +29.7% | -9.3% |
| 30D | -7.0% | -51.3% | +44.3% | -6.4% |
| 3M | +18.3% | -97.8% | +116.2% | +21.2% |
| 6M | -7.8% | -94.8% | +87.0% | -7.3% |
| YTD | -25.6% | -97.2% | +71.6% | -24.6% |
| 1Y | -22.7% | -98.9% | +76.2% | -20.8% |
| All | -28.7% | -99.4% | +70.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling