+10.4%
IYR vs PCOR
-2.3%
+12.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | +22.7% | -20.8% | +0.9% |
| 30D | +8.2% | +37.5% | -29.2% | +6.8% |
| 3M | -1.7% | +35.2% | -36.9% | -3.0% |
| 6M | -0.4% | +42.2% | -42.6% | -2.4% |
| YTD | +9.9% | +3.6% | +6.3% | +9.4% |
| 1Y | +10.4% | -4.8% | +15.2% | +11.9% |
| All | +10.4% | -2.3% | +12.7% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling