+10.6%
IBKR vs PCOR
+4.0%
+6.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +19.7% | -19.1% | -1.4% |
| 7D | -6.8% | +21.8% | -28.6% | -8.7% |
| 30D | -12.5% | +39.5% | -52.1% | -15.7% |
| 3M | -12.0% | +35.2% | -47.3% | -15.1% |
| 6M | -4.5% | +21.7% | -26.3% | -5.8% |
| YTD | +21.5% | +3.9% | +17.5% | +21.8% |
| 1Y | +10.6% | +6.9% | +3.7% | +10.3% |
| All | +10.6% | +4.0% | +6.6% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling