-14.4%
PCOR vs RCAT
+47.4%
-61.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -1.3% |
| 7D | +22.7% | -12.7% | +35.5% | +23.3% |
| 30D | +37.5% | -34.3% | +71.8% | +40.0% |
| 3M | +35.2% | -53.4% | +88.6% | +40.0% |
| 6M | +42.2% | -62.0% | +104.2% | +47.8% |
| YTD | +3.6% | -49.1% | +52.6% | +4.7% |
| 1Y | -4.8% | -53.1% | +48.4% | -3.6% |
| 3Y | +48.3% | +318.7% | -270.3% | +28.0% |
| 5Y | -20.1% | +48.5% | -68.6% | -30.4% |
| All | -14.4% | +47.4% | -61.8% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling