+7.5%
EMB vs PCOR
-11.9%
+19.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.9% | +3.0% | -3.9% | -1.1% |
| 30D | +0.4% | +38.7% | -38.3% | -2.0% |
| 3M | -3.1% | +24.9% | -28.0% | -4.8% |
| 6M | -2.1% | +68.8% | -70.8% | -6.0% |
| YTD | -1.1% | +6.7% | -7.8% | -2.1% |
| 1Y | -0.1% | +3.0% | -3.1% | -0.9% |
| 3Y | +29.6% | +48.6% | -19.0% | +22.4% |
| All | +7.5% | -11.9% | +19.4% | +1.6% |
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