-9.3%
PCOR vs IAG
+421.7%
-430.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | +3.0% | -7.7% | +10.7% | +3.9% |
| 30D | +38.7% | +1.6% | +37.1% | +38.2% |
| 3M | +24.9% | -2.4% | +27.3% | +24.6% |
| 6M | +68.8% | -7.8% | +76.6% | +68.7% |
| YTD | +6.7% | +5.0% | +1.7% | +3.3% |
| 1Y | +3.0% | +25.7% | -22.7% | -2.9% |
| 3Y | +48.6% | +694.5% | -645.9% | +0.9% |
| All | -9.3% | +421.7% | -430.9% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling