+0.2%
EMB vs PCOR
-4.6%
+4.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +20.7% | -20.2% | +0.1% |
| 30D | +0.9% | +35.7% | -34.8% | +0.4% |
| 3M | -2.1% | +31.1% | -33.2% | -2.6% |
| 6M | -2.2% | +43.1% | -45.3% | -2.8% |
| YTD | -0.6% | +4.8% | -5.4% | -0.6% |
| 1Y | +0.2% | -3.7% | +3.9% | +0.6% |
| All | +0.2% | -4.6% | +4.8% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling