+30.8%
IYR vs PCOR
-14.4%
+45.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.5% | -0.3% |
| 7D | -1.2% | -9.0% | +7.7% | -0.3% |
| 30D | -2.9% | +4.2% | -7.0% | -3.4% |
| 3M | +0.8% | +14.4% | -13.6% | -1.0% |
| 6M | +1.9% | +0.2% | +1.7% | +1.0% |
| YTD | +9.6% | -20.3% | +29.9% | +11.9% |
| 1Y | +8.1% | -16.1% | +24.2% | +9.1% |
| All | +30.8% | -14.4% | +45.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling