-11.9%
PCOR vs IBN
+112.5%
-124.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | +11.1% | -8.6% | -2.7% |
| 30D | +37.9% | +23.9% | +14.0% | +24.5% |
| 3M | +32.0% | +16.3% | +15.7% | +22.6% |
| 6M | +54.7% | +34.2% | +20.5% | +34.5% |
| YTD | +6.6% | +17.6% | -11.0% | -1.8% |
| 1Y | -1.7% | +13.8% | -15.5% | -8.0% |
| 3Y | +49.0% | +57.0% | -8.1% | +11.0% |
| 5Y | -12.5% | +75.3% | -87.9% | -40.5% |
| All | -11.9% | +112.5% | -124.4% | -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