+5.7%
PCOR vs RL
+25.5%
-19.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.3% |
| 7D | +23.7% | -4.7% | +28.4% | +24.6% |
| 30D | +39.0% | +3.6% | +35.4% | +38.7% |
| 3M | +35.8% | +0.5% | +35.2% | +35.6% |
| 6M | +38.2% | +6.6% | +31.6% | +37.8% |
| YTD | +3.9% | +8.8% | -4.9% | +3.4% |
| 1Y | +5.7% | +21.8% | -16.1% | +0.9% |
| All | +5.7% | +25.5% | -19.9% | +0.9% |
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