-14.4%
PCOR vs RACE
+110.2%
-124.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | +22.7% | +5.1% | +17.6% | +19.5% |
| 30D | +37.5% | +7.7% | +29.8% | +31.9% |
| 3M | +35.2% | +2.2% | +33.0% | +33.6% |
| 6M | +42.2% | +23.8% | +18.5% | +24.8% |
| YTD | +3.6% | +13.9% | -10.3% | -5.8% |
| 1Y | -4.8% | +3.8% | -8.5% | -8.3% |
| 3Y | +48.3% | +28.0% | +20.3% | +8.5% |
| 5Y | -20.1% | +64.9% | -85.0% | -57.9% |
| All | -14.4% | +110.2% | -124.6% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling