-19.5%
IBM vs PCOR
-2.3%
-17.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | +22.7% | -27.7% | -12.3% |
| 30D | +11.1% | +37.5% | -26.4% | -2.0% |
| 3M | +5.7% | +35.2% | -29.5% | -6.8% |
| 6M | +10.1% | +42.2% | -32.1% | -6.2% |
| YTD | -15.6% | +3.6% | -19.2% | -23.0% |
| 1Y | -19.5% | -4.8% | -14.8% | -24.2% |
| All | -19.5% | -2.3% | -17.3% | -24.2% |
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