-23.6%
PCOR vs WETO
-99.4%
+75.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -20.8% | +16.5% | -4.4% |
| 7D | -9.0% | -55.4% | +46.5% | -9.4% |
| 30D | +4.2% | -48.5% | +52.7% | +4.8% |
| 3M | +14.4% | -97.5% | +111.9% | +17.2% |
| 6M | +0.2% | -94.2% | +94.4% | +0.7% |
| YTD | -20.3% | -97.0% | +76.8% | -19.1% |
| 1Y | -16.1% | -98.9% | +82.8% | -14.0% |
| All | -23.6% | -99.4% | +75.8% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling