+10.4%
EMB vs PCOR
-30.9%
+41.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.3% |
| 7D | 0.0% | -9.0% | +9.0% | +0.6% |
| 30D | -0.3% | +4.2% | -4.5% | -0.6% |
| 3M | -0.4% | +14.4% | -14.8% | -1.5% |
| 6M | +0.1% | +0.2% | -0.1% | -0.4% |
| YTD | +1.6% | -20.3% | +21.8% | +2.6% |
| 1Y | +5.6% | -16.1% | +21.7% | +6.1% |
| 3Y | +29.8% | -14.7% | +44.5% | +28.3% |
| 5Y | +7.3% | -43.2% | +50.4% | +3.6% |
| All | +10.4% | -30.9% | +41.3% | +6.3% |
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