+67.8%
IOT vs PCOR
+1.7%
+66.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | +0.8% | +20.7% | -19.9% | -13.4% |
| 30D | -0.2% | +35.7% | -35.9% | -21.3% |
| 3M | +4.0% | +31.1% | -27.1% | -16.5% |
| 6M | +39.4% | +43.1% | -3.8% | +4.0% |
| YTD | +16.9% | +4.8% | +12.1% | +8.0% |
| 1Y | +4.1% | -3.7% | +7.7% | +2.5% |
| 3Y | +72.7% | +46.5% | +26.2% | +12.8% |
| All | +67.8% | +1.7% | +66.1% | +67.6% |
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