-2.5%
IBM vs PCOR
-14.7%
+12.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +1.7% |
| 7D | -0.3% | -9.0% | +8.7% | +3.2% |
| 30D | +0.3% | +4.2% | -3.9% | -1.5% |
| 3M | -21.6% | +14.4% | -36.0% | -26.2% |
| 6M | -4.7% | +0.2% | -4.9% | -7.6% |
| YTD | -19.1% | -20.3% | +1.2% | -19.1% |
| 1Y | -2.5% | -16.1% | +13.6% | -1.1% |
| All | -2.5% | -14.7% | +12.2% | -1.1% |
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 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