+44.9%
IBKR vs PCOR
-22.8%
+67.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -8.2% | +6.8% | -0.1% |
| 30D | -0.2% | -8.1% | +7.9% | +0.9% |
| 3M | +3.0% | +26.2% | -23.3% | -1.2% |
| 6M | +33.9% | -5.0% | +38.9% | +33.9% |
| YTD | +42.5% | -26.8% | +69.3% | +54.5% |
| 1Y | +44.9% | -24.6% | +69.4% | +56.7% |
| All | +44.9% | -22.8% | +67.7% | +56.7% |
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