-18.5%
IT vs PCOR
-9.2%
-9.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -7.5% | +20.7% | -28.2% | -13.5% |
| 30D | -1.2% | +35.7% | -36.8% | -11.0% |
| 3M | -2.2% | +31.1% | -33.3% | -11.0% |
| 6M | +19.1% | +43.1% | -24.1% | +5.0% |
| YTD | -25.1% | +4.8% | -30.0% | -28.4% |
| 1Y | -17.4% | -3.7% | -13.7% | -19.3% |
| 3Y | -54.1% | +46.5% | -100.6% | -61.3% |
| 5Y | -42.7% | -17.3% | -25.4% | -49.3% |
| All | -18.5% | -9.2% | -9.3% | -28.2% |
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 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