+120.0%
IBM vs PCOR
-10.0%
+130.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -4.3% | +23.7% | -28.0% | -7.7% |
| 30D | +11.7% | +39.0% | -27.3% | +5.8% |
| 3M | +5.5% | +35.8% | -30.3% | +0.1% |
| 6M | +9.5% | +38.2% | -28.8% | +3.2% |
| YTD | -14.9% | +3.9% | -18.8% | -17.7% |
| 1Y | -17.4% | +5.7% | -23.0% | -20.2% |
| 3Y | +83.3% | +44.8% | +38.5% | +71.8% |
| 5Y | +142.1% | -19.8% | +161.8% | +122.3% |
| All | +120.0% | -10.0% | +130.0% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling