+20.5%
IYR vs PCOR
-9.0%
+29.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +2.3% | +22.2% | -19.9% | -0.9% |
| 30D | +7.4% | +36.0% | -28.7% | +2.4% |
| 3M | -0.7% | +34.0% | -34.7% | -5.4% |
| 6M | +1.6% | +43.5% | -41.9% | -4.7% |
| YTD | +11.6% | +5.1% | +6.5% | +9.0% |
| 1Y | +10.5% | -3.9% | +14.4% | +9.6% |
| 3Y | +43.4% | +52.9% | -9.5% | +27.3% |
| 5Y | +6.8% | -18.7% | +25.5% | -3.4% |
| All | +20.5% | -9.0% | +29.5% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling