-1.1%
PCOR vs IBN
+13.1%
-14.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +2.2% | +5.7% | -3.6% | -0.2% |
| 30D | +37.4% | +20.5% | +16.9% | +27.9% |
| 3M | +33.2% | +15.2% | +18.0% | +25.1% |
| 6M | +60.6% | +34.5% | +26.1% | +48.8% |
| YTD | +6.2% | +16.4% | -10.2% | +3.5% |
| 1Y | -1.1% | +13.5% | -14.6% | -4.7% |
| All | -1.1% | +13.1% | -14.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling