+64.4%
EEM vs PCOR
+43.8%
+20.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | -2.8% | +22.7% | -25.5% | -5.0% |
| 30D | -11.9% | +37.5% | -49.4% | -15.0% |
| 3M | -8.8% | +35.2% | -43.9% | -12.0% |
| 6M | -11.6% | +42.2% | -53.9% | -15.3% |
| YTD | +9.0% | +3.6% | +5.4% | +9.1% |
| 1Y | +10.6% | -4.8% | +15.3% | +12.3% |
| 3Y | +64.4% | +48.3% | +16.0% | +48.2% |
| All | +64.4% | +43.8% | +20.6% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling