-34.1%
PCOR vs IRM
+242.7%
-276.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -5.1% |
| 7D | -9.0% | -0.5% | -8.5% | -8.8% |
| 30D | +4.2% | -8.1% | +12.2% | +8.3% |
| 3M | +14.4% | -9.7% | +24.1% | +19.4% |
| 6M | +0.2% | +10.0% | -9.8% | -7.6% |
| YTD | -20.3% | +43.0% | -63.2% | -37.7% |
| 1Y | -16.1% | +32.7% | -48.8% | -32.0% |
| 3Y | -14.7% | +102.7% | -117.4% | -52.0% |
| 5Y | -43.2% | +187.6% | -230.7% | -75.7% |
| All | -34.1% | +242.7% | -276.8% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling