+91.9%
EMR vs PCOR
-14.6%
+106.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.1% |
| 7D | +2.1% | +22.2% | -20.1% | -1.7% |
| 30D | +4.8% | +36.0% | -31.3% | -1.3% |
| 3M | +7.5% | +34.0% | -26.5% | +1.1% |
| 6M | +20.9% | +43.5% | -22.6% | +11.6% |
| YTD | +29.2% | +5.1% | +24.1% | +25.7% |
| 1Y | +33.0% | -3.9% | +36.9% | +32.0% |
| 3Y | +109.8% | +52.9% | +56.8% | +87.6% |
| 5Y | +91.9% | -18.7% | +110.6% | +76.0% |
| All | +91.9% | -14.6% | +106.5% | +76.0% |
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