-11.8%
PCOR vs IFF
-34.0%
+22.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +3.0% | -1.8% | +4.8% | +3.7% |
| 30D | +38.7% | -9.4% | +48.1% | +43.1% |
| 3M | +24.9% | -3.0% | +27.8% | +25.2% |
| 6M | +68.8% | +5.8% | +63.0% | +62.4% |
| YTD | +6.7% | +22.4% | -15.7% | -5.7% |
| 1Y | +3.0% | +23.0% | -20.0% | -9.4% |
| 3Y | +48.6% | +21.8% | +26.8% | +27.1% |
| 5Y | -12.7% | -39.2% | +26.6% | +8.2% |
| All | -11.8% | -34.0% | +22.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling