-14.4%
PCOR vs EME
+409.8%
-424.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | +22.7% | -10.5% | +33.2% | +25.4% |
| 30D | +37.5% | -22.4% | +59.9% | +46.6% |
| 3M | +35.2% | -24.7% | +59.9% | +44.6% |
| 6M | +42.2% | -35.5% | +77.7% | +58.6% |
| YTD | +3.6% | -0.3% | +3.9% | -6.5% |
| 1Y | -4.8% | -6.7% | +2.0% | -11.4% |
| 3Y | +48.3% | +190.6% | -142.3% | -31.9% |
| 5Y | -20.1% | +367.3% | -387.3% | -74.1% |
| All | -14.4% | +409.8% | -424.2% | -73.4% |
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