+1.3%
PCOR vs IRE
-98.0%
+99.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -33.9% | +33.9% | -0.5% |
| 7D | +23.7% | -57.1% | +80.8% | +22.7% |
| 30D | +39.0% | -84.4% | +123.4% | +37.3% |
| 3M | +35.8% | -85.0% | +120.7% | +34.2% |
| 6M | +38.2% | -95.2% | +133.5% | +36.0% |
| YTD | +3.9% | -93.9% | +97.9% | +1.0% |
| 1Y | +5.7% | -98.8% | +104.5% | +3.9% |
| All | +1.3% | -98.0% | +99.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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