+32.0%
IWM vs PCOR
-10.0%
+42.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -4.6% | +23.7% | -28.3% | -9.7% |
| 30D | -3.7% | +39.0% | -42.7% | -11.4% |
| 3M | -9.4% | +35.8% | -45.1% | -16.6% |
| 6M | -3.6% | +38.2% | -41.9% | -12.6% |
| YTD | +10.8% | +3.9% | +6.9% | +6.9% |
| 1Y | +11.9% | +5.7% | +6.2% | +7.0% |
| 3Y | +60.6% | +44.8% | +15.8% | +37.1% |
| 5Y | +19.2% | -19.8% | +39.0% | +6.7% |
| All | +32.0% | -10.0% | +42.0% | +17.7% |
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