-9.3%
PCOR vs IBN
+73.5%
-82.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +3.0% | +1.9% | +1.2% | +2.1% |
| 30D | +38.7% | +22.1% | +16.6% | +25.4% |
| 3M | +24.9% | +17.1% | +7.8% | +15.2% |
| 6M | +68.8% | +35.5% | +33.2% | +44.9% |
| YTD | +6.7% | +16.8% | -10.1% | -1.7% |
| 1Y | +3.0% | +12.4% | -9.4% | -3.3% |
| 3Y | +48.6% | +58.0% | -9.4% | +6.7% |
| All | -9.3% | +73.5% | -82.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling