-12.2%
PCOR vs IAG
+381.5%
-393.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | +0.1% |
| 7D | +2.2% | -2.1% | +4.2% | +2.3% |
| 30D | +37.4% | -6.2% | +43.6% | +38.0% |
| 3M | +33.2% | -5.1% | +38.3% | +33.4% |
| 6M | +60.6% | -10.0% | +70.6% | +60.9% |
| YTD | +6.2% | +3.9% | +2.2% | +3.3% |
| 1Y | -1.1% | +18.9% | -19.9% | -5.4% |
| 3Y | +48.4% | +651.8% | -603.3% | +7.4% |
| 5Y | -13.1% | +416.3% | -429.4% | -41.6% |
| All | -12.2% | +381.5% | -393.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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