+20.0%
IEFA vs PCOR
-19.9%
+40.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | +1.2% | -6.9% | +8.1% | +1.3% |
| 30D | -0.6% | -1.5% | +1.0% | -0.6% |
| 3M | +6.2% | +18.5% | -12.3% | +6.0% |
| 6M | +11.2% | -4.7% | +15.8% | +11.3% |
| YTD | +14.2% | -22.8% | +36.9% | +16.6% |
| 1Y | +20.0% | -20.7% | +40.7% | +22.3% |
| All | +20.0% | -19.9% | +40.0% | +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