-14.4%
PCOR vs IBB
+44.8%
-59.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -2.0% |
| 7D | +22.7% | -1.8% | +24.6% | +25.0% |
| 30D | +37.5% | +5.1% | +32.4% | +30.8% |
| 3M | +35.2% | +10.7% | +24.5% | +21.2% |
| 6M | +42.2% | +22.9% | +19.3% | +13.6% |
| YTD | +3.6% | +26.7% | -23.1% | -21.1% |
| 1Y | -4.8% | +35.1% | -39.9% | -32.8% |
| 3Y | +48.3% | +80.2% | -31.8% | -26.4% |
| 5Y | -20.1% | +37.8% | -57.9% | -47.4% |
| All | -14.4% | +44.8% | -59.2% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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