-1.1%
PCOR vs ITOT
+11.7%
-12.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +2.2% | +3.3% | -1.1% | -0.6% |
| 30D | +37.4% | -2.5% | +39.9% | +40.0% |
| 3M | +33.2% | -2.3% | +35.5% | +35.6% |
| 6M | +60.6% | +3.0% | +57.5% | +57.0% |
| YTD | +6.2% | +11.9% | -5.8% | -2.1% |
| 1Y | -1.1% | +12.0% | -13.1% | -8.7% |
| All | -1.1% | +11.7% | -12.8% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling