-14.4%
PCOR vs RGEN
-2.2%
-12.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.5% |
| 7D | +22.7% | -1.9% | +24.7% | +23.5% |
| 30D | +37.5% | +3.7% | +33.7% | +35.0% |
| 3M | +35.2% | +8.8% | +26.4% | +29.2% |
| 6M | +42.2% | +38.0% | +4.3% | +22.3% |
| YTD | +3.6% | +5.9% | -2.3% | -2.2% |
| 1Y | -4.8% | +19.7% | -24.4% | -14.7% |
| 3Y | +48.3% | +20.5% | +27.8% | +22.0% |
| 5Y | -20.1% | -35.0% | +14.9% | -22.5% |
| All | -14.4% | -2.2% | -12.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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