+404.8%
IBKR vs PCOR
-7.6%
+412.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +7.9% | +3.0% | +4.8% | +7.2% |
| 30D | -2.8% | +38.7% | -41.5% | -9.6% |
| 3M | -10.5% | +24.9% | -35.3% | -15.1% |
| 6M | -3.7% | +68.8% | -72.5% | -15.2% |
| YTD | +27.6% | +6.7% | +20.9% | +23.0% |
| 1Y | +22.5% | +3.0% | +19.5% | +19.1% |
| 3Y | +307.2% | +48.6% | +258.6% | +260.7% |
| 5Y | +357.7% | -12.7% | +370.3% | +308.6% |
| All | +404.8% | -7.6% | +412.4% | +358.1% |
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