-41.4%
PCOR vs INDA
+8.8%
-50.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | -9.0% | +0.7% | -9.7% | -9.6% |
| 30D | +4.2% | -0.8% | +5.0% | +4.9% |
| 3M | +14.4% | +3.9% | +10.5% | +10.5% |
| 6M | +0.2% | -0.7% | +0.9% | +0.4% |
| YTD | -20.3% | -7.7% | -12.6% | -14.0% |
| 1Y | -16.1% | -5.1% | -11.0% | -12.7% |
| 3Y | -14.7% | +13.6% | -28.3% | -30.2% |
| All | -41.4% | +8.8% | -50.2% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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