+19.4%
IYR vs PCOR
-10.0%
+29.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.8% | +23.7% | -20.9% | -0.6% |
| 30D | +7.3% | +39.0% | -31.7% | +2.1% |
| 3M | -2.0% | +35.8% | -37.8% | -6.8% |
| 6M | +1.5% | +38.2% | -36.7% | -4.3% |
| YTD | +10.5% | +3.9% | +6.6% | +8.2% |
| 1Y | +10.5% | +5.7% | +4.9% | +7.7% |
| 3Y | +37.4% | +44.8% | -7.3% | +23.1% |
| 5Y | +5.9% | -19.8% | +25.6% | -4.1% |
| All | +19.4% | -10.0% | +29.4% | +8.0% |
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