+131.5%
EWY vs PCOR
-30.9%
+162.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +5.3% |
| 7D | +4.8% | -9.0% | +13.8% | +6.3% |
| 30D | +11.7% | +4.2% | +7.5% | +10.7% |
| 3M | -7.4% | +14.4% | -21.8% | -9.8% |
| 6M | +40.6% | +0.2% | +40.4% | +38.9% |
| YTD | +94.3% | -20.3% | +114.5% | +99.5% |
| 1Y | +164.3% | -16.1% | +180.4% | +167.3% |
| 3Y | +221.0% | -14.7% | +235.7% | +214.2% |
| 5Y | +139.1% | -43.2% | +182.3% | +125.8% |
| All | +131.5% | -30.9% | +162.4% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling