+87.7%
EEM vs PCOR
-14.4%
+102.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.3% |
| 7D | +2.3% | -9.0% | +11.3% | +3.3% |
| 30D | +4.5% | +4.2% | +0.4% | +3.9% |
| 3M | -0.1% | +14.4% | -14.5% | -1.6% |
| 6M | +16.9% | +0.2% | +16.8% | +16.3% |
| YTD | +26.2% | -20.3% | +46.5% | +29.8% |
| 1Y | +40.5% | -16.1% | +56.6% | +42.8% |
| All | +87.7% | -14.4% | +102.1% | +86.3% |
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