+90.6%
IVV vs PCOR
-10.0%
+100.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.8% | +23.7% | -28.4% | -8.5% |
| 30D | -5.9% | +39.0% | -44.9% | -11.5% |
| 3M | -4.5% | +35.8% | -40.3% | -10.2% |
| 6M | +1.8% | +38.2% | -36.4% | -5.1% |
| YTD | +8.4% | +3.9% | +4.4% | +5.7% |
| 1Y | +9.4% | +5.7% | +3.7% | +6.1% |
| 3Y | +75.3% | +44.8% | +30.5% | +55.2% |
| 5Y | +67.8% | -19.8% | +87.6% | +51.7% |
| All | +90.6% | -10.0% | +100.6% | +72.4% |
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