+15.0%
IWM vs PCOR
-2.3%
+17.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -2.0% | +22.7% | -24.8% | -3.2% |
| 30D | -1.5% | +37.5% | -38.9% | -3.2% |
| 3M | -8.0% | +35.2% | -43.2% | -9.6% |
| 6M | -4.1% | +42.2% | -46.3% | -5.9% |
| YTD | +11.9% | +3.6% | +8.4% | +17.7% |
| 1Y | +15.0% | -4.8% | +19.8% | +27.2% |
| All | +15.0% | -2.3% | +17.3% | +27.2% |
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