-14.1%
PCOR vs RACE
+118.4%
-132.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +4.3% | +15.4% | +17.0% |
| 7D | +21.8% | +9.9% | +11.9% | +15.4% |
| 30D | +39.5% | +12.8% | +26.7% | +30.2% |
| 3M | +35.2% | +7.4% | +27.9% | +29.7% |
| 6M | +21.7% | +27.6% | -5.9% | +5.0% |
| YTD | +3.9% | +18.4% | -14.4% | -7.7% |
| 1Y | +6.9% | +9.5% | -2.6% | -0.4% |
| 3Y | +44.8% | +33.9% | +10.9% | +2.9% |
| 5Y | -21.9% | +74.9% | -96.8% | -60.1% |
| All | -14.1% | +118.4% | -132.5% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling