+28.0%
EEM vs PCOR
-7.6%
+35.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +2.7% | +3.0% | -0.4% | +2.3% |
| 30D | -5.4% | +38.7% | -44.1% | -9.7% |
| 3M | -8.6% | +24.9% | -33.5% | -11.8% |
| 6M | -8.9% | +68.8% | -77.7% | -16.1% |
| YTD | +11.9% | +6.7% | +5.2% | +9.6% |
| 1Y | +13.1% | +3.0% | +10.1% | +11.3% |
| 3Y | +70.7% | +48.6% | +22.0% | +54.0% |
| 5Y | +31.8% | -12.7% | +44.4% | +19.7% |
| All | +28.0% | -7.6% | +35.6% | +16.5% |
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