-34.1%
PCOR vs INDA
+24.3%
-58.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 1Y | -16.1% | -5.1% | -11.0% | -12.8% |
| 3Y | -14.7% | +13.6% | -28.3% | -29.5% |
| 5Y | -43.2% | +7.8% | -51.0% | -50.5% |
| All | -34.1% | +24.3% | -58.4% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling