+27.3%
EEM vs PCOR
-9.2%
+36.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.9% | +20.7% | -21.6% | -3.6% |
| 30D | -9.3% | +35.7% | -45.0% | -13.2% |
| 3M | -7.1% | +31.1% | -38.1% | -10.9% |
| 6M | -10.4% | +43.1% | -53.5% | -15.5% |
| YTD | +11.3% | +4.8% | +6.4% | +9.2% |
| 1Y | +11.3% | -3.7% | +14.9% | +10.7% |
| 3Y | +69.6% | +46.5% | +23.1% | +53.4% |
| 5Y | +33.6% | -17.3% | +50.9% | +21.9% |
| All | +27.3% | -9.2% | +36.5% | +16.1% |
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