-13.3%
PCOR vs IAG
+420.2%
-433.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | +0.4% |
| 7D | +20.7% | +16.8% | +3.9% | +18.9% |
| 30D | +35.7% | -1.5% | +37.2% | +35.6% |
| 3M | +31.1% | +0.5% | +30.6% | +30.5% |
| 6M | +43.1% | -1.0% | +44.1% | +42.1% |
| YTD | +4.8% | +12.3% | -7.5% | +1.2% |
| 1Y | -3.7% | +39.2% | -42.9% | -9.5% |
| 3Y | +46.5% | +712.3% | -665.7% | +5.3% |
| 5Y | -17.3% | +484.2% | -501.5% | -44.6% |
| All | -13.3% | +420.2% | -433.6% | -42.6% |
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