+44.4%
EEM vs PCOR
-30.9%
+75.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.4% |
| 7D | +2.3% | -9.0% | +11.3% | +3.6% |
| 30D | +4.5% | +4.2% | +0.4% | +3.8% |
| 3M | -0.1% | +14.4% | -14.5% | -2.4% |
| 6M | +16.9% | +0.2% | +16.8% | +15.7% |
| YTD | +26.2% | -20.3% | +46.5% | +29.1% |
| 1Y | +40.5% | -16.1% | +56.6% | +42.0% |
| 3Y | +86.2% | -14.7% | +100.9% | +82.4% |
| 5Y | +45.5% | -43.2% | +88.6% | +38.5% |
| All | +44.4% | -30.9% | +75.3% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling