-34.1%
PCOR vs ITOT
+91.5%
-125.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -3.8% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | +4.2% | 0.0% | +4.2% | +4.3% |
| 3M | +14.4% | +2.0% | +12.5% | +10.5% |
| 6M | +0.2% | +13.0% | -12.9% | -19.1% |
| YTD | -20.3% | +14.0% | -34.2% | -36.3% |
| 1Y | -16.1% | +19.9% | -36.0% | -38.6% |
| 3Y | -14.7% | +75.8% | -90.5% | -66.6% |
| 5Y | -43.2% | +73.8% | -117.0% | -75.9% |
| All | -34.1% | +91.5% | -125.6% | -71.6% |
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