+48.8%
IEMG vs PCOR
-35.6%
+84.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | 0.0% |
| 7D | +1.6% | -9.0% | +10.6% | +2.9% |
| 30D | +4.6% | -7.0% | +11.6% | +5.5% |
| 3M | +4.8% | +18.3% | -13.5% | +1.9% |
| 6M | +16.8% | -7.8% | +24.6% | +17.0% |
| YTD | +24.8% | -25.6% | +50.4% | +28.8% |
| 1Y | +34.3% | -22.7% | +57.0% | +37.2% |
| 3Y | +87.0% | -17.7% | +104.6% | +83.9% |
| 5Y | +49.9% | -42.0% | +92.0% | +44.0% |
| All | +48.8% | -35.6% | +84.3% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling