-34.1%
PCOR vs IBN
+85.3%
-119.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.5% | -3.9% |
| 7D | -9.0% | +1.4% | -10.4% | -9.6% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | +14.4% | +17.1% | -2.7% | +6.3% |
| 6M | +0.2% | +3.4% | -3.2% | -1.7% |
| YTD | -20.3% | +2.5% | -22.8% | -21.5% |
| 1Y | -16.1% | -4.2% | -12.0% | -15.2% |
| 3Y | -14.7% | +32.4% | -47.1% | -30.7% |
| 5Y | -43.2% | +59.2% | -102.3% | -59.5% |
| All | -34.1% | +85.3% | -119.4% | -52.9% |
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