-19.8%
PCOR vs RACE
+65.1%
-84.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.5% |
| 7D | +23.7% | +5.7% | +18.0% | +19.9% |
| 30D | +39.0% | +9.3% | +29.7% | +32.0% |
| 3M | +35.8% | +3.8% | +31.9% | +32.8% |
| 6M | +38.2% | +29.8% | +8.4% | +17.3% |
| YTD | +3.9% | +15.6% | -11.7% | -6.5% |
| 1Y | +5.7% | +5.1% | +0.6% | +1.0% |
| 3Y | +44.8% | +30.8% | +14.0% | +2.2% |
| 5Y | -19.8% | +67.4% | -87.2% | -57.2% |
| All | -19.8% | +65.1% | -84.9% | -57.2% |
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