+22.0%
EEM vs PCOR
-10.0%
+32.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -7.4% | +23.7% | -31.1% | -10.3% |
| 30D | -15.0% | +39.0% | -54.0% | -18.9% |
| 3M | -11.7% | +35.8% | -47.4% | -15.8% |
| 6M | -10.8% | +38.2% | -49.0% | -15.5% |
| YTD | +6.7% | +3.9% | +2.7% | +4.8% |
| 1Y | +7.4% | +5.7% | +1.7% | +5.0% |
| 3Y | +62.1% | +44.8% | +17.3% | +46.7% |
| 5Y | +28.2% | -19.8% | +48.0% | +17.2% |
| All | +22.0% | -10.0% | +32.0% | +11.4% |
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