-14.4%
PCOR vs IAG
+427.0%
-441.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -1.1% |
| 7D | +22.7% | +21.4% | +1.3% | +20.5% |
| 30D | +37.5% | +4.0% | +33.4% | +36.7% |
| 3M | +35.2% | +17.0% | +18.2% | +32.6% |
| 6M | +42.2% | +1.4% | +40.8% | +40.9% |
| YTD | +3.6% | +13.8% | -10.2% | -0.1% |
| 1Y | -4.8% | +55.8% | -60.6% | -11.7% |
| 3Y | +48.3% | +647.4% | -599.1% | +7.7% |
| 5Y | -20.1% | +519.1% | -539.2% | -46.3% |
| All | -14.4% | +427.0% | -441.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling