+52.9%
PCOR vs IVZ
+145.9%
-93.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | -2.1% |
| 7D | +22.2% | +4.1% | +18.1% | +19.5% |
| 30D | +36.0% | -2.0% | +38.1% | +37.1% |
| 3M | +34.0% | -7.8% | +41.8% | +39.3% |
| 6M | +43.5% | +6.3% | +37.2% | +35.7% |
| YTD | +5.1% | +12.6% | -7.4% | -4.9% |
| 1Y | -3.9% | +27.6% | -31.6% | -19.9% |
| 3Y | +52.9% | +154.0% | -101.1% | -28.8% |
| All | +52.9% | +145.9% | -93.0% | -28.8% |
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