-41.4%
PCOR vs RJF
+106.8%
-148.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.2% |
| 7D | -9.0% | -0.6% | -8.4% | -8.6% |
| 30D | +4.2% | -1.3% | +5.4% | +4.9% |
| 3M | +14.4% | +18.9% | -4.5% | +1.6% |
| 6M | +0.2% | +15.0% | -14.9% | -9.6% |
| YTD | -20.3% | +12.2% | -32.5% | -27.4% |
| 1Y | -16.1% | +5.6% | -21.8% | -20.4% |
| 3Y | -14.7% | +74.9% | -89.6% | -43.9% |
| All | -41.4% | +106.8% | -148.2% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling