-14.1%
PCOR vs RBA
+68.3%
-82.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.1% | +17.6% | +18.9% |
| 7D | +21.8% | +12.7% | +9.2% | +16.6% |
| 30D | +39.5% | +15.5% | +24.0% | +32.0% |
| 3M | +35.2% | -14.0% | +49.3% | +42.1% |
| 6M | +21.7% | -8.8% | +30.6% | +24.3% |
| YTD | +3.9% | -6.9% | +10.9% | +4.7% |
| 1Y | +6.9% | -3.0% | +9.9% | +5.8% |
| 3Y | +44.8% | +44.2% | +0.6% | +21.9% |
| 5Y | -21.9% | +50.6% | -72.5% | -36.8% |
| All | -14.1% | +68.3% | -82.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling