+56.5%
IOT vs PCOR
-27.8%
+84.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -1.0% |
| 7D | +5.1% | -9.0% | +14.1% | +12.4% |
| 30D | -3.0% | -7.0% | +3.9% | +1.8% |
| 3M | +15.0% | +18.3% | -3.4% | +0.3% |
| 6M | +13.1% | -7.8% | +20.9% | +17.7% |
| YTD | +9.0% | -25.6% | +34.6% | +31.6% |
| 1Y | +0.1% | -22.7% | +22.8% | +16.0% |
| 3Y | +26.4% | -17.7% | +44.1% | +28.3% |
| All | +56.5% | -27.8% | +84.3% | +104.3% |
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 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