+59.0%
IEFA vs PCOR
-30.9%
+89.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.7% |
| 7D | +0.6% | -9.0% | +9.5% | +1.8% |
| 30D | +1.0% | +4.2% | -3.1% | +0.3% |
| 3M | +4.7% | +14.4% | -9.7% | +2.4% |
| 6M | +8.6% | +0.2% | +8.4% | +7.4% |
| YTD | +14.8% | -20.3% | +35.1% | +17.2% |
| 1Y | +22.6% | -16.1% | +38.8% | +23.7% |
| 3Y | +67.0% | -14.7% | +81.7% | +63.7% |
| 5Y | +52.3% | -43.2% | +95.4% | +46.5% |
| All | +59.0% | -30.9% | +89.9% | +53.2% |
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 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