-41.4%
PCOR vs IVZ
+64.2%
-105.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.9% |
| 7D | -9.0% | +0.6% | -9.6% | -9.3% |
| 30D | +4.2% | +4.0% | +0.2% | +1.7% |
| 3M | +14.4% | +18.2% | -3.8% | +2.6% |
| 6M | +0.2% | +32.8% | -32.7% | -17.5% |
| YTD | -20.3% | +28.7% | -49.0% | -33.1% |
| 1Y | -16.1% | +55.4% | -71.5% | -37.6% |
| 3Y | -14.7% | +135.2% | -149.9% | -52.6% |
| All | -41.4% | +64.2% | -105.6% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling