-3.4%
PCOR vs IRM
+10.0%
-13.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.1% |
| 7D | +22.2% | -3.8% | +26.0% | +22.6% |
| 30D | +36.0% | -3.2% | +39.2% | +36.3% |
| 3M | +34.0% | -7.8% | +41.8% | +34.6% |
| 6M | +43.5% | -12.7% | +56.2% | +45.1% |
| YTD | +5.1% | +36.7% | -31.6% | -7.3% |
| All | -3.4% | +10.0% | -13.5% | -5.0% |
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