-11.8%
PCOR vs RL
+241.7%
-253.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +3.0% | +2.6% | +0.5% | +1.8% |
| 30D | +38.7% | +2.9% | +35.7% | +36.8% |
| 3M | +24.9% | 0.0% | +24.8% | +24.4% |
| 6M | +68.8% | +17.1% | +51.7% | +54.0% |
| YTD | +6.7% | +10.1% | -3.4% | -1.1% |
| 1Y | +3.0% | +17.3% | -14.3% | -7.7% |
| 3Y | +48.6% | +249.3% | -200.7% | -26.8% |
| 5Y | -12.7% | +240.9% | -253.6% | -60.0% |
| All | -11.8% | +241.7% | -253.5% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling