-14.1%
PCOR vs RCAT
+24.3%
-38.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.9% | +14.9% | +0.7% |
| 7D | +23.7% | -32.6% | +56.3% | +25.9% |
| 30D | +39.0% | -46.3% | +85.3% | +43.1% |
| 3M | +35.8% | -60.7% | +96.4% | +41.9% |
| 6M | +38.2% | -67.4% | +105.6% | +44.9% |
| YTD | +3.9% | -57.1% | +61.0% | +6.0% |
| 1Y | +5.7% | -63.8% | +69.5% | +8.4% |
| 3Y | +44.8% | +268.1% | -223.3% | +25.8% |
| 5Y | -19.8% | +25.2% | -45.0% | -29.5% |
| All | -14.1% | +24.3% | -38.4% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling