+23.9%
IP vs PCOR
-14.4%
+38.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.0% |
| 7D | -5.3% | -9.0% | +3.7% | -3.6% |
| 30D | -10.9% | +4.2% | -15.0% | -11.7% |
| 3M | +11.2% | +14.4% | -3.2% | +7.8% |
| 6M | -10.2% | +0.2% | -10.4% | -11.6% |
| YTD | -2.0% | -20.3% | +18.3% | +1.7% |
| 1Y | -19.1% | -16.1% | -3.0% | -17.5% |
| All | +23.9% | -14.4% | +38.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling