+52.9%
PCOR vs IBN
+56.2%
-3.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +22.2% | +14.6% | +7.6% | +17.3% |
| 30D | +36.0% | +23.5% | +12.5% | +28.1% |
| 3M | +34.0% | +14.0% | +20.0% | +28.6% |
| 6M | +43.5% | +31.1% | +12.4% | +33.8% |
| YTD | +5.1% | +16.6% | -11.5% | +0.7% |
| 1Y | -3.9% | +14.9% | -18.9% | -7.7% |
| 3Y | +52.9% | +56.9% | -4.0% | +28.3% |
| All | +52.9% | +56.2% | -3.3% | +28.3% |
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