+288.3%
IBKR vs PCOR
-18.2%
+306.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | +0.1% |
| 7D | +1.3% | -9.0% | +10.3% | +3.5% |
| 30D | -0.3% | -7.0% | +6.6% | +1.1% |
| 3M | +4.7% | +18.3% | -13.7% | -0.3% |
| 6M | +34.0% | -7.8% | +41.8% | +34.5% |
| YTD | +40.8% | -25.6% | +66.4% | +49.4% |
| 1Y | +45.7% | -22.7% | +68.4% | +52.6% |
| All | +288.3% | -18.2% | +306.5% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling