+64.1%
IWM vs PCOR
-14.4%
+78.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.2% |
| 7D | +0.1% | -9.0% | +9.0% | +2.1% |
| 30D | -1.3% | +4.2% | -5.4% | -2.4% |
| 3M | +1.6% | +14.4% | -12.8% | -1.9% |
| 6M | +13.6% | +0.2% | +13.4% | +11.8% |
| YTD | +20.8% | -20.3% | +41.0% | +26.2% |
| 1Y | +26.4% | -16.1% | +42.5% | +29.3% |
| All | +64.1% | -14.4% | +78.5% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling