+39.1%
IWM vs PCOR
-43.0%
+82.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.3% |
| 7D | +0.1% | -9.0% | +9.0% | +2.4% |
| 30D | -1.3% | +4.2% | -5.4% | -2.6% |
| 3M | +1.6% | +14.4% | -12.8% | -2.7% |
| 6M | +13.6% | +0.2% | +13.4% | +11.1% |
| YTD | +20.8% | -20.3% | +41.0% | +25.1% |
| 1Y | +26.4% | -16.1% | +42.5% | +28.3% |
| 3Y | +60.7% | -14.7% | +75.4% | +56.3% |
| All | +39.1% | -43.0% | +82.2% | +36.3% |
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