-14.6%
PCOR vs RGEN
-3.7%
-10.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.9% |
| 7D | -9.0% | -4.9% | -4.0% | -7.7% |
| 30D | +4.2% | +5.7% | -1.5% | +2.5% |
| 3M | +14.4% | +32.4% | -18.0% | +4.7% |
| 6M | +0.2% | +33.2% | -33.0% | -9.3% |
| YTD | -20.3% | +2.3% | -22.5% | -21.9% |
| 1Y | -16.1% | +39.0% | -55.1% | -25.9% |
| All | -14.6% | -3.7% | -10.9% | -8.5% |
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