+132.7%
EWY vs PCOR
-33.1%
+165.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.0% |
| 7D | +8.0% | -6.9% | +15.0% | +9.2% |
| 30D | +14.3% | -1.5% | +15.9% | +14.4% |
| 3M | +2.3% | +18.5% | -16.2% | -1.1% |
| 6M | +49.9% | -4.7% | +54.5% | +49.4% |
| YTD | +95.3% | -22.8% | +118.1% | +101.6% |
| 1Y | +161.7% | -20.7% | +182.5% | +167.4% |
| 3Y | +230.2% | -14.6% | +244.7% | +222.6% |
| 5Y | +148.1% | -40.7% | +188.9% | +135.0% |
| All | +132.7% | -33.1% | +165.9% | +120.9% |
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