-11.9%
PCOR vs IVZ
+31.9%
-43.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +2.5% | -2.8% | +5.3% | +3.7% |
| 30D | +37.9% | -2.2% | +40.0% | +39.1% |
| 3M | +32.0% | -8.1% | +40.1% | +37.4% |
| 6M | +54.7% | +3.8% | +51.0% | +48.7% |
| YTD | +6.6% | +11.5% | -4.9% | -2.8% |
| 1Y | -1.7% | +23.7% | -25.4% | -15.8% |
| 3Y | +49.0% | +145.8% | -96.8% | -16.1% |
| 5Y | -12.5% | +36.1% | -48.7% | -38.8% |
| All | -11.9% | +31.9% | -43.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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