+51.9%
EWY vs PCOR
-4.3%
+56.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.8% |
| 7D | -6.3% | +22.2% | -28.5% | -4.5% |
| 30D | -19.8% | +36.0% | -55.9% | -17.6% |
| 3M | -14.4% | +34.0% | -48.4% | -11.8% |
| 6M | -25.3% | +43.5% | -68.8% | -20.6% |
| YTD | +46.2% | +5.1% | +41.0% | +58.7% |
| All | +51.9% | -4.3% | +56.2% | +70.3% |
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 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