-17.3%
PCOR vs IRM
+181.9%
-199.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +20.7% | -5.1% | +25.8% | +23.4% |
| 30D | +35.7% | -3.3% | +38.9% | +37.0% |
| 3M | +31.1% | -8.2% | +39.2% | +35.1% |
| 6M | +43.1% | -12.8% | +55.9% | +50.3% |
| YTD | +4.8% | +36.6% | -31.8% | -17.7% |
| 1Y | -3.7% | +11.9% | -15.6% | -14.5% |
| 3Y | +46.5% | +105.1% | -58.6% | -23.1% |
| 5Y | -17.3% | +182.4% | -199.7% | -67.0% |
| All | -17.3% | +181.9% | -199.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling