-14.4%
PCOR vs IRM
+214.8%
-229.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | +22.7% | -8.6% | +31.3% | +27.7% |
| 30D | +37.5% | -8.0% | +45.4% | +42.3% |
| 3M | +35.2% | -12.0% | +47.2% | +42.2% |
| 6M | +42.2% | -18.2% | +60.4% | +54.1% |
| YTD | +3.6% | +31.4% | -27.8% | -16.4% |
| 1Y | -4.8% | +9.2% | -13.9% | -14.2% |
| 3Y | +48.3% | +94.6% | -46.2% | -16.6% |
| 5Y | -20.1% | +170.2% | -190.2% | -64.6% |
| All | -14.4% | +214.8% | -229.2% | -62.2% |
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