+36.7%
IWM vs PCOR
-9.2%
+45.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.3% | +20.7% | -20.4% | -4.5% |
| 30D | +0.6% | +35.7% | -35.1% | -6.9% |
| 3M | -6.2% | +31.1% | -37.3% | -13.0% |
| 6M | -0.8% | +43.1% | -43.9% | -10.8% |
| YTD | +14.8% | +4.8% | +9.9% | +10.4% |
| 1Y | +16.1% | -3.7% | +19.8% | +14.5% |
| 3Y | +71.5% | +46.5% | +25.0% | +46.2% |
| 5Y | +25.8% | -17.3% | +43.0% | +12.0% |
| All | +36.7% | -9.2% | +45.9% | +21.6% |
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