-41.4%
PCOR vs RBA
+45.3%
-86.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -9.0% | -2.9% | -6.0% | -7.9% |
| 30D | +4.2% | -12.3% | +16.5% | +9.4% |
| 3M | +14.4% | -20.5% | +34.9% | +23.5% |
| 6M | +0.2% | -18.5% | +18.7% | +6.5% |
| YTD | -20.3% | -18.2% | -2.0% | -15.5% |
| 1Y | -16.1% | -27.5% | +11.4% | -6.8% |
| 3Y | -14.7% | +38.1% | -52.8% | -27.4% |
| All | -41.4% | +45.3% | -86.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling