-34.1%
PCOR vs IBB
+43.6%
-77.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.4% |
| 7D | -9.0% | +1.4% | -10.4% | -10.3% |
| 30D | +4.2% | +10.5% | -6.3% | -6.2% |
| 3M | +14.4% | +23.6% | -9.2% | -8.4% |
| 6M | +0.2% | +22.6% | -22.5% | -20.2% |
| YTD | -20.3% | +25.7% | -45.9% | -38.6% |
| 1Y | -16.1% | +51.4% | -67.5% | -48.0% |
| 3Y | -14.7% | +64.4% | -79.1% | -52.6% |
| 5Y | -43.2% | +22.1% | -65.3% | -60.0% |
| All | -34.1% | +43.6% | -77.7% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling