-16.1%
PCOR vs RCAT
-2.3%
-13.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -4.1% |
| 7D | -9.0% | -1.4% | -7.5% | -8.9% |
| 30D | +4.2% | -3.3% | +7.5% | +4.2% |
| 3M | +14.4% | -43.2% | +57.6% | +18.5% |
| 6M | +0.2% | -43.2% | +43.3% | +2.7% |
| YTD | -20.3% | +5.5% | -25.8% | -23.4% |
| 1Y | -16.1% | -1.6% | -14.5% | -19.4% |
| All | -16.1% | -2.3% | -13.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling