-34.1%
PCOR vs EME
+531.5%
-565.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.8% |
| 7D | -9.0% | +1.9% | -10.9% | -9.5% |
| 30D | +4.2% | -8.3% | +12.4% | +6.8% |
| 3M | +14.4% | -10.7% | +25.2% | +16.8% |
| 6M | +0.2% | +1.9% | -1.7% | -4.4% |
| YTD | -20.3% | +23.5% | -43.7% | -31.3% |
| 1Y | -16.1% | +18.0% | -34.1% | -28.2% |
| 3Y | -14.7% | +236.1% | -250.8% | -61.2% |
| 5Y | -43.2% | +527.9% | -571.0% | -83.1% |
| All | -34.1% | +531.5% | -565.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling