+10.7%
IYR vs PCOR
-4.3%
+15.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.5% |
| 7D | +2.3% | +22.2% | -19.9% | +1.2% |
| 30D | +7.4% | +36.0% | -28.7% | +5.9% |
| 3M | -0.7% | +34.0% | -34.7% | -2.0% |
| 6M | +1.6% | +43.5% | -41.9% | -0.5% |
| YTD | +11.6% | +5.1% | +6.5% | +10.7% |
| All | +10.7% | -4.3% | +15.0% | +11.7% |
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 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