+42.2%
PCOR vs ITOT
+1.1%
+41.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.7% |
| 7D | +22.7% | -2.7% | +25.4% | +25.4% |
| 30D | +37.5% | -5.2% | +42.6% | +43.3% |
| 3M | +35.2% | -4.4% | +39.6% | +40.2% |
| 6M | +42.2% | +0.4% | +41.8% | +43.8% |
| All | +42.2% | +1.1% | +41.1% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling