-11.8%
PCOR vs RGEN
-5.5%
-6.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.0% | -3.3% | +6.3% | +4.3% |
| 30D | +38.7% | -5.8% | +44.5% | +41.3% |
| 3M | +24.9% | +0.2% | +24.7% | +23.1% |
| 6M | +68.8% | +56.8% | +12.0% | +37.6% |
| YTD | +6.7% | +2.4% | +4.3% | +2.0% |
| 1Y | +3.0% | +11.4% | -8.4% | -5.1% |
| 3Y | +48.6% | +15.2% | +33.5% | +24.4% |
| 5Y | -12.7% | -35.1% | +22.4% | -15.0% |
| All | -11.8% | -5.5% | -6.3% | -16.3% |
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