-11.8%
PCOR vs RCAT
+38.7%
-50.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +3.0% | -5.9% | +9.0% | +3.3% |
| 30D | +38.7% | -19.7% | +58.3% | +39.7% |
| 3M | +24.9% | -62.9% | +87.7% | +30.8% |
| 6M | +68.8% | -59.6% | +128.4% | +74.8% |
| YTD | +6.7% | -52.1% | +58.8% | +8.1% |
| 1Y | +3.0% | -50.9% | +53.9% | +3.9% |
| 3Y | +48.6% | +333.8% | -285.2% | +28.0% |
| 5Y | -12.7% | +40.7% | -53.4% | -23.7% |
| All | -11.8% | +38.7% | -50.5% | -20.7% |
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