+52.4%
IEFA vs PCOR
-7.6%
+60.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +2.2% | +3.0% | -0.8% | +1.8% |
| 30D | +1.1% | +38.7% | -37.6% | -3.4% |
| 3M | -4.3% | +24.9% | -29.1% | -7.4% |
| 6M | +1.4% | +68.8% | -67.4% | -6.3% |
| YTD | +10.1% | +6.7% | +3.4% | +7.8% |
| 1Y | +12.9% | +3.0% | +9.9% | +11.1% |
| 3Y | +65.8% | +48.6% | +17.2% | +50.4% |
| 5Y | +47.7% | -12.7% | +60.3% | +35.6% |
| All | +52.4% | -7.6% | +60.0% | +40.9% |
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