-14.6%
PCOR vs IBB
+64.8%
-79.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.6% |
| 7D | -9.0% | +1.4% | -10.4% | -9.9% |
| 30D | +4.2% | +10.5% | -6.3% | -3.4% |
| 3M | +14.4% | +23.6% | -9.2% | -2.5% |
| 6M | +0.2% | +22.6% | -22.5% | -14.8% |
| YTD | -20.3% | +25.7% | -45.9% | -34.0% |
| 1Y | -16.1% | +51.4% | -67.5% | -41.9% |
| All | -14.6% | +64.8% | -79.4% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling