-13.3%
PCOR vs RJF
+105.3%
-118.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | +20.7% | +4.0% | +16.7% | +18.0% |
| 30D | +35.7% | +6.1% | +29.5% | +30.7% |
| 3M | +31.1% | -5.8% | +36.9% | +36.2% |
| 6M | +43.1% | +9.7% | +33.4% | +34.5% |
| YTD | +4.8% | +6.2% | -1.3% | -0.5% |
| 1Y | -3.7% | +5.3% | -9.0% | -8.2% |
| 3Y | +46.5% | +74.4% | -27.9% | -0.5% |
| 5Y | -17.3% | +81.6% | -98.8% | -46.7% |
| All | -13.3% | +105.3% | -118.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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