-13.3%
PCOR vs IBN
+113.3%
-126.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | +20.7% | +15.8% | +5.0% | +12.5% |
| 30D | +35.7% | +25.1% | +10.6% | +21.9% |
| 3M | +31.1% | +16.0% | +15.1% | +21.9% |
| 6M | +43.1% | +32.8% | +10.4% | +25.1% |
| YTD | +4.8% | +18.0% | -13.2% | -3.6% |
| 1Y | -3.7% | +15.9% | -19.6% | -10.7% |
| 3Y | +46.5% | +57.6% | -11.1% | +9.0% |
| 5Y | -17.3% | +74.7% | -92.0% | -43.8% |
| All | -13.3% | +113.3% | -126.7% | -42.1% |
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