-20.1%
PCOR vs RJF
+73.7%
-93.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.5% |
| 7D | +22.7% | +3.6% | +19.2% | +20.3% |
| 30D | +37.5% | +3.5% | +33.9% | +34.6% |
| 3M | +35.2% | -8.9% | +44.1% | +43.8% |
| 6M | +42.2% | +2.9% | +39.4% | +39.1% |
| YTD | +3.6% | +2.8% | +0.7% | +0.2% |
| 1Y | -4.8% | +2.7% | -7.4% | -7.9% |
| 3Y | +48.3% | +69.3% | -20.9% | +0.4% |
| All | -20.1% | +73.7% | -93.8% | -50.1% |
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