-20.1%
PCOR vs RCAT
+46.9%
-67.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -1.5% |
| 7D | +22.7% | -12.7% | +35.5% | +23.4% |
| 30D | +37.5% | -34.3% | +71.8% | +40.7% |
| 3M | +35.2% | -53.4% | +88.6% | +41.3% |
| 6M | +42.2% | -62.0% | +104.2% | +49.4% |
| YTD | +3.6% | -49.1% | +52.6% | +4.7% |
| 1Y | -4.8% | -53.1% | +48.4% | -3.5% |
| 3Y | +48.3% | +318.7% | -270.3% | +16.1% |
| All | -20.1% | +46.9% | -67.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling