+43.1%
IWM vs PCOR
-33.1%
+76.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | +1.4% | -6.9% | +8.3% | +3.1% |
| 30D | -2.3% | -1.5% | -0.7% | -2.2% |
| 3M | +4.0% | +18.5% | -14.5% | -1.2% |
| 6M | +17.9% | -4.7% | +22.6% | +16.9% |
| YTD | +20.2% | -22.8% | +43.0% | +25.3% |
| 1Y | +25.0% | -20.7% | +45.7% | +28.7% |
| 3Y | +66.0% | -14.6% | +80.5% | +61.5% |
| 5Y | +40.0% | -40.7% | +80.8% | +35.2% |
| All | +43.1% | -33.1% | +76.3% | +38.1% |
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