-14.1%
PCOR vs IBN
+99.0%
-113.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -2.0% |
| 7D | +23.7% | +11.7% | +12.0% | +17.5% |
| 30D | +39.0% | +16.1% | +22.9% | +29.6% |
| 3M | +35.8% | +7.0% | +28.7% | +31.4% |
| 6M | +38.2% | +26.1% | +12.2% | +23.9% |
| YTD | +3.9% | +10.1% | -6.1% | -1.0% |
| 1Y | +5.7% | +8.0% | -2.3% | +1.4% |
| 3Y | +44.8% | +46.0% | -1.2% | +12.0% |
| 5Y | -19.8% | +63.9% | -83.6% | -43.6% |
| All | -14.1% | +99.0% | -113.1% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling