-14.4%
PCOR vs IVZ
+24.8%
-39.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +22.7% | -2.4% | +25.2% | +24.4% |
| 30D | +37.5% | -11.2% | +48.7% | +46.3% |
| 3M | +35.2% | -14.0% | +49.2% | +46.1% |
| 6M | +42.2% | +0.5% | +41.8% | +39.0% |
| YTD | +3.6% | +5.4% | -1.9% | -2.5% |
| 1Y | -4.8% | +19.5% | -24.2% | -16.8% |
| 3Y | +48.3% | +128.7% | -80.4% | -12.9% |
| 5Y | -20.1% | +28.8% | -48.8% | -42.3% |
| All | -14.4% | +24.8% | -39.2% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling