-40.7%
PCOR vs IFF
-34.7%
-6.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.8% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +18.5% | +18.6% | -0.1% | +10.2% |
| 6M | -4.7% | +17.4% | -22.0% | -12.6% |
| YTD | -22.8% | +28.5% | -51.2% | -32.5% |
| 1Y | -20.7% | +32.5% | -53.3% | -32.0% |
| 3Y | -14.6% | +34.1% | -48.6% | -29.8% |
| 5Y | -40.7% | -35.2% | -5.6% | -27.2% |
| All | -40.7% | -34.7% | -6.1% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling