-14.6%
PCOR vs RBA
+36.9%
-51.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | -2.9% | -6.0% | -8.0% |
| 30D | +4.2% | -12.3% | +16.5% | +8.7% |
| 3M | +14.4% | -20.5% | +34.9% | +22.2% |
| 6M | +0.2% | -18.5% | +18.7% | +5.5% |
| YTD | -20.3% | -18.2% | -2.0% | -16.2% |
| 1Y | -16.1% | -27.5% | +11.4% | -7.8% |
| All | -14.6% | +36.9% | -51.5% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling