+23.8%
IWM vs PCOR
-11.9%
+35.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | +3.0% | -1.6% | +0.7% |
| 30D | +2.3% | +38.7% | -36.4% | -6.2% |
| 3M | -8.3% | +24.9% | -33.2% | -14.0% |
| 6M | -1.3% | +68.8% | -70.1% | -15.4% |
| YTD | +13.5% | +6.7% | +6.8% | +8.7% |
| 1Y | +18.4% | +3.0% | +15.4% | +14.5% |
| 3Y | +69.6% | +48.6% | +21.0% | +42.3% |
| All | +23.8% | -11.9% | +35.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling