+64.5%
EWJ vs PCOR
-33.1%
+97.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.8% | +0.1% |
| 7D | +2.9% | -6.9% | +9.8% | +3.8% |
| 30D | +1.1% | -1.5% | +2.6% | +1.1% |
| 3M | +7.1% | +18.5% | -11.4% | +4.3% |
| 6M | +16.2% | -4.7% | +20.9% | +15.8% |
| YTD | +22.0% | -22.8% | +44.8% | +25.0% |
| 1Y | +26.2% | -20.7% | +46.9% | +28.5% |
| 3Y | +73.5% | -14.6% | +88.0% | +70.6% |
| 5Y | +52.7% | -40.7% | +93.4% | +47.3% |
| All | +64.5% | -33.1% | +97.6% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling