+65.0%
EWJ vs PCOR
-30.9%
+96.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.6% | +0.9% |
| 7D | +2.5% | -9.0% | +11.5% | +3.7% |
| 30D | +3.3% | +4.2% | -0.9% | +2.6% |
| 3M | +5.0% | +14.4% | -9.4% | +2.8% |
| 6M | +11.5% | +0.2% | +11.4% | +10.4% |
| YTD | +22.4% | -20.3% | +42.6% | +24.9% |
| 1Y | +30.2% | -16.1% | +46.3% | +31.5% |
| 3Y | +72.8% | -14.7% | +87.5% | +70.1% |
| 5Y | +54.1% | -43.2% | +97.3% | +48.5% |
| All | +65.0% | -30.9% | +96.0% | +59.6% |
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 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