+304.9%
IBKR vs PCOR
+49.3%
+255.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +11.8% | +2.2% | +9.7% | +11.3% |
| 30D | -7.0% | +37.4% | -44.5% | -14.2% |
| 3M | -11.2% | +33.2% | -44.4% | -17.7% |
| 6M | -3.7% | +60.6% | -64.3% | -15.6% |
| YTD | +26.8% | +6.2% | +20.7% | +23.9% |
| 1Y | +12.3% | -1.1% | +13.4% | +12.4% |
| All | +304.9% | +49.3% | +255.7% | +304.5% |
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