+6.9%
PCOR vs IRM
+19.5%
-12.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +1.7% | +18.0% | +19.5% |
| 7D | +21.8% | +2.6% | +19.3% | +21.6% |
| 30D | +39.5% | +5.6% | +33.9% | +38.8% |
| 3M | +35.2% | -4.7% | +40.0% | +35.7% |
| 6M | +21.7% | -6.1% | +27.8% | +22.2% |
| YTD | +3.9% | +46.3% | -42.4% | -8.5% |
| 1Y | +6.9% | +18.7% | -11.8% | +6.3% |
| All | +6.9% | +19.5% | -12.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling