+62.8%
IOT vs PCOR
-22.7%
+85.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +6.9% |
| 7D | -2.3% | -9.0% | +6.6% | +4.6% |
| 30D | +3.8% | +4.2% | -0.4% | +0.3% |
| 3M | +14.2% | +14.4% | -0.2% | +2.1% |
| 6M | +40.1% | +0.2% | +39.9% | +37.2% |
| YTD | +13.4% | -20.3% | +33.6% | +30.2% |
| 1Y | +12.2% | -16.1% | +28.3% | +22.7% |
| 3Y | +30.0% | -14.7% | +44.7% | +29.1% |
| All | +62.8% | -22.7% | +85.4% | +102.0% |
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