+7.4%
EMB vs PCOR
-10.0%
+17.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +23.7% | -24.0% | -1.8% |
| 30D | +1.1% | +39.0% | -37.9% | -1.1% |
| 3M | -2.9% | +35.8% | -38.7% | -5.1% |
| 6M | -2.1% | +38.2% | -40.3% | -4.5% |
| YTD | -1.1% | +3.9% | -5.0% | -2.0% |
| 1Y | +0.3% | +5.7% | -5.4% | -0.7% |
| 3Y | +27.7% | +44.8% | -17.0% | +21.5% |
| 5Y | +6.0% | -19.8% | +25.7% | +0.4% |
| All | +7.4% | -10.0% | +17.4% | +1.5% |
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