+93.1%
EMR vs PCOR
-10.0%
+103.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -4.8% | +23.7% | -28.5% | -8.5% |
| 30D | +0.7% | +39.0% | -38.2% | -5.2% |
| 3M | +0.4% | +35.8% | -35.3% | -5.5% |
| 6M | +18.4% | +38.2% | -19.8% | +10.3% |
| YTD | +23.9% | +3.9% | +20.0% | +20.8% |
| 1Y | +24.7% | +5.7% | +19.0% | +20.9% |
| 3Y | +86.4% | +44.8% | +41.6% | +68.7% |
| 5Y | +83.3% | -19.8% | +103.1% | +69.3% |
| All | +93.1% | -10.0% | +103.1% | +78.8% |
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