+0.1%
IOT vs PCOR
-23.7%
+23.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -1.3% |
| 7D | +5.1% | -9.0% | +14.1% | +11.6% |
| 30D | -3.0% | -7.0% | +3.9% | +1.3% |
| 3M | +15.0% | +18.3% | -3.4% | +1.3% |
| 6M | +13.1% | -7.8% | +20.9% | +15.0% |
| YTD | +9.0% | -25.6% | +34.6% | +23.6% |
| 1Y | +0.1% | -22.7% | +22.8% | +15.2% |
| All | +0.1% | -23.7% | +23.8% | +15.2% |
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 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