+49.8%
EWY vs PCOR
-2.3%
+52.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.0% |
| 7D | -10.4% | +22.7% | -33.1% | -8.6% |
| 30D | -25.4% | +37.5% | -62.9% | -23.2% |
| 3M | -16.5% | +35.2% | -51.7% | -13.9% |
| 6M | -24.7% | +42.2% | -67.0% | -20.0% |
| YTD | +40.9% | +3.6% | +37.4% | +52.2% |
| 1Y | +49.8% | -4.8% | +54.6% | +66.4% |
| All | +49.8% | -2.3% | +52.1% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling