-14.4%
PCOR vs IBN
+107.3%
-121.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -2.4% |
| 7D | +22.7% | +15.1% | +7.7% | +14.8% |
| 30D | +37.5% | +21.6% | +15.8% | +25.2% |
| 3M | +35.2% | +11.2% | +24.0% | +28.3% |
| 6M | +42.2% | +27.8% | +14.5% | +26.6% |
| YTD | +3.6% | +14.7% | -11.1% | -3.4% |
| 1Y | -4.8% | +14.4% | -19.2% | -11.2% |
| 3Y | +48.3% | +52.1% | -3.8% | +12.4% |
| 5Y | -20.1% | +70.7% | -90.8% | -45.0% |
| All | -14.4% | +107.3% | -121.7% | -42.0% |
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