+48.9%
PCOR vs RGEN
+12.2%
+36.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.6% |
| 7D | +23.7% | -10.7% | +34.4% | +27.6% |
| 30D | +39.0% | -3.6% | +42.6% | +40.1% |
| 3M | +35.8% | +6.2% | +29.5% | +32.0% |
| 6M | +38.2% | +34.1% | +4.1% | +24.1% |
| YTD | +3.9% | +2.8% | +1.1% | +0.8% |
| 1Y | +5.7% | +15.5% | -9.8% | -1.6% |
| All | +48.9% | +12.2% | +36.7% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling