+91.0%
EWY vs PCOR
-19.6%
+110.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.1% |
| 7D | -10.4% | +22.7% | -33.1% | -13.4% |
| 30D | -25.4% | +37.5% | -62.9% | -29.3% |
| 3M | -16.5% | +35.2% | -51.7% | -21.0% |
| 6M | -24.7% | +42.2% | -67.0% | -29.6% |
| YTD | +40.9% | +3.6% | +37.4% | +38.5% |
| 1Y | +49.8% | -4.8% | +54.6% | +49.9% |
| 3Y | +134.8% | +48.3% | +86.5% | +106.9% |
| All | +91.0% | -19.6% | +110.6% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling