-9.3%
PCOR vs EME
+410.0%
-419.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.0% | +8.4% | -5.3% | +0.8% |
| 30D | +38.7% | -11.5% | +50.2% | +42.3% |
| 3M | +24.9% | -20.6% | +45.5% | +31.8% |
| 6M | +68.8% | -28.5% | +97.3% | +82.4% |
| YTD | +6.7% | +8.0% | -1.3% | -6.0% |
| 1Y | +3.0% | +6.8% | -3.8% | -8.9% |
| 3Y | +48.6% | +213.9% | -165.3% | -35.9% |
| All | -9.3% | +410.0% | -419.3% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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