+38.3%
IWM vs PCOR
-10.0%
+48.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +19.7% | -18.2% | -3.1% |
| 7D | +1.0% | +21.8% | -20.9% | -4.1% |
| 30D | +0.2% | +39.5% | -39.3% | -7.9% |
| 3M | -5.6% | +35.2% | -40.9% | -13.1% |
| 6M | +2.7% | +21.7% | -19.0% | -4.0% |
| YTD | +16.2% | +3.9% | +12.2% | +12.0% |
| 1Y | +18.9% | +6.9% | +12.0% | +13.4% |
| 3Y | +68.3% | +44.8% | +23.5% | +43.7% |
| 5Y | +26.7% | -21.9% | +48.6% | +13.7% |
| All | +38.3% | -10.0% | +48.3% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling