-12.2%
PCOR vs IBN
+110.3%
-122.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +2.2% | +5.7% | -3.6% | -0.6% |
| 30D | +37.4% | +20.5% | +16.9% | +25.7% |
| 3M | +33.2% | +15.2% | +18.0% | +24.3% |
| 6M | +60.6% | +34.5% | +26.1% | +39.4% |
| YTD | +6.2% | +16.4% | -10.2% | -1.7% |
| 1Y | -1.1% | +13.5% | -14.6% | -7.4% |
| 3Y | +48.4% | +55.4% | -7.0% | +11.1% |
| 5Y | -13.1% | +73.1% | -86.2% | -40.6% |
| All | -12.2% | +110.3% | -122.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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