+48.3%
PCOR vs RBA
+42.3%
+6.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | +22.7% | +4.3% | +18.5% | +21.2% |
| 30D | +37.5% | +16.3% | +21.1% | +30.6% |
| 3M | +35.2% | +1.3% | +33.9% | +34.3% |
| 6M | +42.2% | -11.1% | +53.3% | +46.0% |
| YTD | +3.6% | -8.5% | +12.0% | +4.6% |
| 1Y | -4.8% | -2.1% | -2.6% | -6.3% |
| 3Y | +48.3% | +44.6% | +3.8% | +36.8% |
| All | +48.3% | +42.3% | +6.0% | +36.8% |
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