-14.6%
PCOR vs IVZ
+136.1%
-150.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.8% |
| 7D | -9.0% | +0.6% | -9.6% | -9.3% |
| 30D | +4.2% | +4.0% | +0.2% | +1.9% |
| 3M | +14.4% | +18.2% | -3.8% | +3.5% |
| 6M | +0.2% | +32.8% | -32.7% | -16.5% |
| YTD | -20.3% | +28.7% | -49.0% | -32.3% |
| 1Y | -16.1% | +55.4% | -71.5% | -36.6% |
| All | -14.6% | +136.1% | -150.7% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling