-14.1%
PCOR vs RBA
+67.8%
-81.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +23.7% | +7.3% | +16.4% | +20.6% |
| 30D | +39.0% | +16.9% | +22.1% | +30.9% |
| 3M | +35.8% | -0.5% | +36.2% | +35.6% |
| 6M | +38.2% | -10.4% | +48.6% | +42.2% |
| YTD | +3.9% | -7.2% | +11.2% | +4.8% |
| 1Y | +5.7% | -2.2% | +7.9% | +4.2% |
| 3Y | +44.8% | +43.7% | +1.0% | +22.0% |
| 5Y | -19.8% | +38.7% | -58.5% | -33.5% |
| All | -14.1% | +67.8% | -81.9% | -33.7% |
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