+32.0%
EMR vs PCOR
+1.3%
+30.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.8% | +3.0% | -0.2% | +2.8% |
| 30D | +3.7% | +38.7% | -35.0% | +2.7% |
| 3M | +2.0% | +24.9% | -22.8% | +1.5% |
| 6M | +22.1% | +68.8% | -46.7% | +20.8% |
| YTD | +27.2% | +6.7% | +20.5% | +33.1% |
| 1Y | +32.0% | +3.0% | +29.0% | +40.6% |
| All | +32.0% | +1.3% | +30.8% | +40.6% |
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