-34.1%
PCOR vs RGEN
-5.6%
-28.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | -9.0% | -4.9% | -4.0% | -7.2% |
| 30D | +4.2% | +5.7% | -1.5% | +1.9% |
| 3M | +14.4% | +32.4% | -18.0% | +1.3% |
| 6M | +0.2% | +33.2% | -33.0% | -12.7% |
| YTD | -20.3% | +2.3% | -22.5% | -22.8% |
| 1Y | -16.1% | +39.0% | -55.1% | -29.4% |
| 3Y | -14.7% | -4.6% | -10.1% | -21.6% |
| 5Y | -43.2% | -42.7% | -0.5% | -42.0% |
| All | -34.1% | -5.6% | -28.5% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling