+34.6%
EEM vs PCOR
-15.7%
+50.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.2% |
| 7D | +0.7% | +2.5% | -1.9% | +0.3% |
| 30D | -6.2% | +37.9% | -44.1% | -10.7% |
| 3M | -5.2% | +32.0% | -37.2% | -9.4% |
| 6M | -8.1% | +54.7% | -62.9% | -14.7% |
| YTD | +14.0% | +6.6% | +7.4% | +11.6% |
| 1Y | +13.8% | -1.7% | +15.5% | +13.0% |
| 3Y | +73.7% | +49.0% | +24.8% | +55.2% |
| 5Y | +34.6% | -12.5% | +47.1% | +23.8% |
| All | +34.6% | -15.7% | +50.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling