-34.1%
PCOR vs IAG
+475.3%
-509.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -4.0% |
| 7D | -9.0% | -0.5% | -8.4% | -8.9% |
| 30D | +4.2% | +28.9% | -24.7% | +1.5% |
| 3M | +14.4% | +19.1% | -4.7% | +12.0% |
| 6M | +0.2% | -10.3% | +10.4% | +0.4% |
| YTD | -20.3% | +24.2% | -44.4% | -23.5% |
| 1Y | -16.1% | +116.5% | -132.6% | -25.2% |
| 3Y | -14.7% | +742.8% | -757.5% | -38.8% |
| 5Y | -43.2% | +753.3% | -796.5% | -61.2% |
| All | -34.1% | +475.3% | -509.4% | -56.6% |
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 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