+28.2%
EEM vs PCOR
-9.0%
+37.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | -0.1% | +22.2% | -22.3% | -3.0% |
| 30D | -8.6% | +36.0% | -44.7% | -12.6% |
| 3M | -7.0% | +34.0% | -41.0% | -11.2% |
| 6M | -9.7% | +43.5% | -53.2% | -14.9% |
| YTD | +12.1% | +5.1% | +7.0% | +10.0% |
| 1Y | +14.1% | -3.9% | +18.0% | +13.6% |
| 3Y | +72.1% | +52.9% | +19.2% | +54.5% |
| 5Y | +34.1% | -18.7% | +52.8% | +22.4% |
| All | +28.2% | -9.0% | +37.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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