-20.1%
PCOR vs IOVA
-67.9%
+47.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.8% |
| 7D | +22.7% | -5.2% | +27.9% | +23.2% |
| 30D | +37.5% | -37.8% | +75.2% | +43.3% |
| 3M | +35.2% | +29.5% | +5.7% | +27.5% |
| 6M | +42.2% | +96.6% | -54.3% | +24.2% |
| YTD | +3.6% | +194.5% | -190.9% | -16.7% |
| 1Y | -4.8% | +248.1% | -252.8% | -25.7% |
| 3Y | +48.3% | +86.1% | -37.8% | +9.2% |
| All | -20.1% | -67.9% | +47.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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