-36.2%
PCOR vs ITOT
+90.4%
-126.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.3% |
| 7D | -6.9% | +0.7% | -7.6% | -7.9% |
| 30D | -1.5% | -1.1% | -0.4% | +0.4% |
| 3M | +18.5% | +3.9% | +14.6% | +11.0% |
| 6M | -4.7% | +14.7% | -19.4% | -24.9% |
| YTD | -22.8% | +13.3% | -36.1% | -37.8% |
| 1Y | -20.7% | +19.1% | -39.9% | -41.3% |
| 3Y | -14.6% | +77.3% | -91.9% | -67.0% |
| 5Y | -40.7% | +74.1% | -114.8% | -74.8% |
| All | -36.2% | +90.4% | -126.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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