+38.2%
PCOR vs IVZ
+4.8%
+33.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | +1.9% |
| 7D | +23.7% | -6.7% | +30.4% | +25.3% |
| 30D | +39.0% | -10.9% | +49.9% | +41.1% |
| 3M | +35.8% | -14.8% | +50.6% | +38.5% |
| 6M | +38.2% | +2.4% | +35.8% | +41.2% |
| All | +38.2% | +4.8% | +33.5% | +41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling