+58.0%
IEFA vs PCOR
-33.1%
+91.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | +1.2% | -6.9% | +8.1% | +2.1% |
| 30D | -0.6% | -1.5% | +1.0% | -0.5% |
| 3M | +6.2% | +18.5% | -12.3% | +3.4% |
| 6M | +11.2% | -4.7% | +15.8% | +10.8% |
| YTD | +14.2% | -22.8% | +36.9% | +17.0% |
| 1Y | +20.0% | -20.7% | +40.7% | +22.1% |
| 3Y | +68.8% | -14.6% | +83.3% | +65.2% |
| 5Y | +52.7% | -40.7% | +93.4% | +47.1% |
| All | +58.0% | -33.1% | +91.2% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling