+74.8%
IVV vs PCOR
+44.3%
+30.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.8% | +23.7% | -28.4% | -8.0% |
| 30D | -5.9% | +39.0% | -44.9% | -10.8% |
| 3M | -4.5% | +35.8% | -40.3% | -9.4% |
| 6M | +1.8% | +38.2% | -36.4% | -3.9% |
| YTD | +8.4% | +3.9% | +4.4% | +7.5% |
| 1Y | +9.4% | +5.7% | +3.7% | +7.8% |
| All | +74.8% | +44.3% | +30.5% | +57.7% |
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