+16.1%
IWM vs PCOR
-4.6%
+20.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.3% | +20.7% | -20.4% | -0.8% |
| 30D | +0.6% | +35.7% | -35.1% | -1.2% |
| 3M | -6.2% | +31.1% | -37.3% | -7.7% |
| 6M | -0.8% | +43.1% | -43.9% | -2.6% |
| YTD | +14.8% | +4.8% | +9.9% | +20.6% |
| 1Y | +16.1% | -3.7% | +19.8% | +28.5% |
| All | +16.1% | -4.6% | +20.7% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling