-26.8%
IP vs PCOR
-10.0%
-16.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.0% | +23.7% | -28.7% | -8.4% |
| 30D | +6.5% | +39.0% | -32.5% | +0.7% |
| 3M | -18.0% | +35.8% | -53.8% | -22.4% |
| 6M | +10.3% | +38.2% | -27.9% | +3.5% |
| YTD | -9.9% | +3.9% | -13.8% | -12.0% |
| 1Y | -1.1% | +5.7% | -6.7% | -3.8% |
| 3Y | +13.0% | +44.8% | -31.8% | +3.4% |
| 5Y | -12.3% | -19.8% | +7.5% | -21.4% |
| All | -26.8% | -10.0% | -16.8% | -33.4% |
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