-14.4%
PCOR vs ITOT
+82.8%
-97.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -1.0% |
| 7D | +22.7% | -2.7% | +25.4% | +28.0% |
| 30D | +37.5% | -5.2% | +42.6% | +49.3% |
| 3M | +35.2% | -4.4% | +39.6% | +45.0% |
| 6M | +42.2% | +0.4% | +41.8% | +40.2% |
| YTD | +3.6% | +8.8% | -5.2% | -11.2% |
| 1Y | -4.8% | +11.0% | -15.8% | -21.1% |
| 3Y | +48.3% | +74.4% | -26.1% | -41.4% |
| 5Y | -20.1% | +60.0% | -80.1% | -61.1% |
| All | -14.4% | +82.8% | -97.2% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling