-13.1%
PCOR vs RBA
+69.5%
-82.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.6% |
| 7D | +22.2% | +2.5% | +19.7% | +21.2% |
| 30D | +36.0% | +11.6% | +24.5% | +30.5% |
| 3M | +34.0% | +1.5% | +32.5% | +32.9% |
| 6M | +43.5% | -6.6% | +50.1% | +45.3% |
| YTD | +5.1% | -6.3% | +11.4% | +5.6% |
| 1Y | -3.9% | -4.0% | 0.0% | -4.5% |
| 3Y | +52.9% | +47.3% | +5.7% | +27.7% |
| 5Y | -18.7% | +47.7% | -66.3% | -33.6% |
| All | -13.1% | +69.5% | -82.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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