+48.9%
PCOR vs IBN
+45.2%
+3.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.2% |
| 7D | +23.7% | +11.7% | +12.0% | +19.9% |
| 30D | +39.0% | +16.1% | +22.9% | +33.4% |
| 3M | +35.8% | +7.0% | +28.7% | +32.8% |
| 6M | +38.2% | +26.1% | +12.2% | +30.7% |
| YTD | +3.9% | +10.1% | -6.1% | +1.4% |
| 1Y | +5.7% | +8.0% | -2.3% | +3.4% |
| All | +48.9% | +45.2% | +3.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling