+91.3%
IVV vs PCOR
-10.3%
+101.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | +22.7% | -25.4% | -6.4% |
| 30D | -5.4% | +37.5% | -42.8% | -10.8% |
| 3M | -4.1% | +35.2% | -39.2% | -9.7% |
| 6M | +0.7% | +42.2% | -41.5% | -6.6% |
| YTD | +8.7% | +3.6% | +5.2% | +6.1% |
| 1Y | +11.0% | -4.8% | +15.7% | +10.1% |
| 3Y | +75.4% | +48.3% | +27.1% | +54.6% |
| 5Y | +68.3% | -20.1% | +88.4% | +52.3% |
| All | +91.3% | -10.3% | +101.6% | +73.1% |
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