-14.1%
PCOR vs RGEN
-5.1%
-9.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +2.1% |
| 7D | +23.7% | -10.7% | +34.4% | +28.8% |
| 30D | +39.0% | -3.6% | +42.6% | +40.3% |
| 3M | +35.8% | +6.2% | +29.5% | +31.0% |
| 6M | +38.2% | +34.1% | +4.1% | +20.1% |
| YTD | +3.9% | +2.8% | +1.1% | -0.7% |
| 1Y | +5.7% | +15.5% | -9.8% | -4.1% |
| 3Y | +44.8% | +12.1% | +32.7% | +22.9% |
| 5Y | -19.8% | -36.9% | +17.1% | -21.3% |
| All | -14.1% | -5.1% | -9.0% | -18.5% |
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 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