+8.0%
EMB vs PCOR
-17.9%
+25.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +20.7% | -20.2% | -0.9% |
| 30D | +0.9% | +35.7% | -34.8% | -1.3% |
| 3M | -2.1% | +31.1% | -33.2% | -4.2% |
| 6M | -2.2% | +43.1% | -45.3% | -5.1% |
| YTD | -0.6% | +4.8% | -5.4% | -1.5% |
| 1Y | +0.2% | -3.7% | +3.9% | -0.1% |
| 3Y | +29.5% | +46.5% | -17.0% | +22.5% |
| 5Y | +8.0% | -17.3% | +25.3% | +2.6% |
| All | +8.0% | -17.9% | +25.9% | +2.6% |
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 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