-13.1%
PCOR vs IRM
+227.6%
-240.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -0.5% |
| 7D | +22.2% | -3.8% | +26.0% | +24.0% |
| 30D | +36.0% | -3.2% | +39.2% | +37.3% |
| 3M | +34.0% | -7.8% | +41.8% | +37.7% |
| 6M | +43.5% | -12.7% | +56.2% | +50.5% |
| YTD | +5.1% | +36.7% | -31.6% | -16.8% |
| 1Y | -3.9% | +10.0% | -14.0% | -13.5% |
| 3Y | +52.9% | +107.2% | -54.3% | -17.0% |
| 5Y | -18.7% | +181.6% | -200.2% | -64.7% |
| All | -13.1% | +227.6% | -240.7% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling