-13.3%
IBM vs PCOR
+4.0%
-17.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +19.7% | -18.0% | -5.1% |
| 7D | +0.4% | +21.8% | -21.4% | -6.9% |
| 30D | +14.8% | +39.5% | -24.8% | +0.9% |
| 3M | +8.9% | +35.2% | -26.3% | -3.8% |
| 6M | +12.4% | +21.7% | -9.3% | +1.1% |
| YTD | -12.4% | +3.9% | -16.3% | -20.7% |
| 1Y | -13.3% | +6.9% | -20.2% | -22.3% |
| All | -13.3% | +4.0% | -17.3% | -22.3% |
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