+51.8%
EWJ vs PCOR
-9.2%
+61.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.4% | +20.7% | -23.1% | -4.8% |
| 30D | -7.6% | +35.7% | -43.3% | -11.3% |
| 3M | -5.9% | +31.1% | -36.9% | -9.5% |
| 6M | -1.5% | +43.1% | -44.6% | -6.7% |
| YTD | +12.6% | +4.8% | +7.7% | +10.6% |
| 1Y | +12.7% | -3.7% | +16.3% | +12.1% |
| 3Y | +63.1% | +46.5% | +16.5% | +49.7% |
| 5Y | +48.2% | -17.3% | +65.5% | +37.1% |
| All | +51.8% | -9.2% | +61.0% | +41.3% |
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