+33.3%
IWM vs PCOR
-10.3%
+43.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | -2.0% | +22.7% | -24.8% | -7.1% |
| 30D | -1.5% | +37.5% | -38.9% | -9.1% |
| 3M | -8.0% | +35.2% | -43.2% | -15.3% |
| 6M | -4.1% | +42.2% | -46.3% | -13.7% |
| YTD | +11.9% | +3.6% | +8.4% | +8.0% |
| 1Y | +15.0% | -4.8% | +19.8% | +13.6% |
| 3Y | +64.2% | +48.3% | +15.9% | +39.3% |
| 5Y | +20.4% | -20.1% | +40.5% | +7.8% |
| All | +33.3% | -10.3% | +43.6% | +19.0% |
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