-24.7%
EWY vs PCOR
+39.4%
-64.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.0% |
| 7D | -10.4% | +22.7% | -33.1% | -8.5% |
| 30D | -25.4% | +37.5% | -62.9% | -23.0% |
| 3M | -16.5% | +35.2% | -51.7% | -13.6% |
| 6M | -24.7% | +42.2% | -67.0% | -11.3% |
| All | -24.7% | +39.4% | -64.1% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling