-14.1%
PCOR vs IBB
+42.3%
-56.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +4.9% |
| 7D | +23.7% | -3.6% | +27.3% | +28.2% |
| 30D | +39.0% | +3.4% | +35.6% | +34.4% |
| 3M | +35.8% | +9.5% | +26.3% | +23.1% |
| 6M | +38.2% | +23.3% | +14.9% | +9.8% |
| YTD | +3.9% | +24.5% | -20.6% | -19.5% |
| 1Y | +5.7% | +32.9% | -27.2% | -24.3% |
| 3Y | +44.8% | +76.6% | -31.8% | -26.7% |
| 5Y | -19.8% | +35.5% | -55.3% | -46.3% |
| All | -14.1% | +42.3% | -56.4% | -44.6% |
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