-14.1%
PCOR vs IAG
+391.6%
-405.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +23.7% | +4.5% | +19.2% | +23.2% |
| 30D | +39.0% | -5.7% | +44.7% | +39.6% |
| 3M | +35.8% | +10.1% | +25.6% | +34.0% |
| 6M | +38.2% | +7.3% | +30.9% | +36.1% |
| YTD | +3.9% | +6.1% | -2.2% | +1.0% |
| 1Y | +5.7% | +46.8% | -41.1% | -1.4% |
| 3Y | +44.8% | +573.1% | -528.3% | +6.4% |
| 5Y | -19.8% | +477.6% | -497.3% | -45.7% |
| All | -14.1% | +391.6% | -405.7% | -42.7% |
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 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