-41.4%
PCOR vs RACE
+93.6%
-135.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -3.1% |
| 7D | -9.0% | -2.5% | -6.4% | -7.5% |
| 30D | +4.2% | +0.8% | +3.4% | +3.7% |
| 3M | +14.4% | +17.2% | -2.7% | +3.8% |
| 6M | +0.2% | +13.6% | -13.4% | -8.0% |
| YTD | -20.3% | +12.2% | -32.5% | -27.0% |
| 1Y | -16.1% | -16.3% | +0.1% | -8.5% |
| 3Y | -14.7% | +36.4% | -51.2% | -43.4% |
| All | -41.4% | +93.6% | -135.0% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling