+6.9%
PCOR vs RL
+34.3%
-27.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +4.5% | +15.2% | +18.8% |
| 7D | +21.8% | +5.8% | +16.1% | +20.8% |
| 30D | +39.5% | +12.7% | +26.8% | +37.3% |
| 3M | +35.2% | +9.3% | +25.9% | +33.3% |
| 6M | +21.7% | +16.9% | +4.8% | +19.3% |
| YTD | +3.9% | +17.5% | -13.5% | +2.0% |
| 1Y | +6.9% | +34.6% | -27.7% | -0.4% |
| All | +6.9% | +34.3% | -27.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling