-14.6%
PCOR vs RCAT
+762.9%
-777.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.6% |
| 6M | +0.2% | -43.2% | +43.3% | +2.1% |
| YTD | -20.3% | +5.5% | -25.8% | -22.2% |
| 1Y | -16.1% | -1.6% | -14.5% | -18.5% |
| All | -14.6% | +762.9% | -777.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling